It doesn't matter how high you have to turn up the volume knob, as long as it doesn't distort and you get the loudness you want. During parties, I would sometimes have the volume my old H/K AVR320 pegged with no problems.
The HE200 is really one gutsy beast. I don't think I've ever asked it for more than 3/4 of the power it has.
Where the volume knob is on any given receiver will NOT be the same even if they all had exact power spec's and are just different brands..
The receivers pre section inside dictates how high the volume knob may have to be for a given amount of wattage output. Some receivers will be out-putting nearly full power when the knob is only at the half way point. If one continues to turn it up the amp section just begins to clip, (distortion)....not good! Others may increase wattage output much slower and require you to turn it up much farther to aquire the same volume in your room.
How "effiecent your speakers are" can have a Very Large Effect on how loud they play per given watt. 85 to 89db sensitivity requires more juice to get speaker volume/spl, than say much more effiecent speakers with a rating of 90 to 95db+.... Leave everything set the same in a system and hook a very high effecient set of speakers up,,,, and wowzer it's a whole Bunch Louder.
So as long as your receiver is not distorting, turn it up.
As John made mention, the 200 has a very ballsy amp section! (Pretty impressive power actually), so go ahead and turn it up as long as it stays clean....
Many when getting a new receiver have started a thread asking about this volume knob difference. Even when aquiring a more powerful receiver.
As far as the receivers power and adding a higher quailty seperate amp, (even if you had the preouts to make use of one) you would need about 3 times the power you have to really notice any "max volume difference". Better "Sound Quailty" coming from your speakers (certainly may be noticed) with better amplification of at least "equal power", but a noticable increase in spl takes at least 2-1/2 to 3 times the power increase. And then it's would be a very "Minor Increase" in volume at best, this when using your exact same speakers.
To make something "twice as loud" requires 10 times the power, as I understand the power to spl workings..