Audioengine a2, a5 (+) - Universally excellent reviews. The a2s sell for anywhere from $150 to $250, the a5s go for around $250 to $400.
Emotiva Airmotiv - Also very well reviewed. Pleated-diaphragm tweeters are a nice touch. The Arimotiv 4 sells for about $350.
If I was looking for a set of powered speakers with a budget of $400, the a5 and the Airmotiv would be at the very top of my list. If I was looking more in the range of $150, I'd either go with the a2 or the two below.
M-Audio AV40 - Generally quite well reviewed. Your local Best Buy may carry them, making an audition easier. Price runs in the $150 range.
Swan M10 - Reviews are usually very positive. They do use an unusual setup with a "mid-woofer" in a separate box that most mistakenly refer to as a sub. They always sell out very fast, but when you can get them, they cost around $130.
Alternatively, if you're on a stricter budget:
Dayton B652 speakers, Lepai LP-2020A+ - Considered by many to be a great budget setup. In my own experience, it sounds better than it really should. Not a pretty setup, and the Audioengines are almost certainly going to sound much better, but it's still a decent setup. Depending on when and where you buy, the amp will cost about $20 while the speakers vary from the $22 I paid all the way up to $60.
If you're willing to go with a separate amp and speakers, you should look into the Dayton APA150. It's a solid amp that performs well above its $150 price. Pair it with a moderately good set of speakers in the $200 price range, and you'll probably have a better-sounding system than you'll get from any of the powered monitors listed above for about the same price as the a5+.
