Yeah, Tom; relative volume control settings are very little indication of loudness levels. Amplifiers have fixed gain, but different units have different designed gains. Also, some volume controls "open up" more quickly than others and let in more voltage to be subjected to the fixed gain at a lower setting. An amplifier that reaches the same loudness level at a lower setting than another may actually have less maximum power capability.

So yes, it's a good idea to have an SPL meter such as the Radio Shack digital model to see how loud you're actually listening and at least an approximation(from speaker sensitivity and listening distance)of the power being used.
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Enjoy the music, not the equipment.