a couple other options to consider:
-- set some recurring searches for Zu or Klipsch within 100 miles on US Audio Mart and Audiogon. When it comes to auditions, there's no substitute for hearing it in your own room and system (and resale might end up cheaper than Zu's return fee?);
-- have you heard any Quad electrostatic speakers? FWIW, I find them to be among the most rewarding at low levels (in the sweet spot) and they play well with lower power amps (tho perhaps not flea-watt amps).
If I still had my Zu DWs, I would have loaned them to you!