Considering the L2502 only has 15 watts to play with on the speaker outputs, I would look for small easy-to-power speakers. BeoVox S25s would be ideal, as they do not suffer from foam rot (something which plagues older B&O speakers) while sounding relatively good for casual listening. They're also very sensitive which makes them suitable to be driven by the L2502's amp.
RL35s are also an option, although I think the S25s fall into design with the L2502 better.
Other than those, I'm not sure I'd want to power anything else with the L2502's internal amp, even CX40s, 50s or 100s. You wouldn't get any sound out of Pentas at all, or at least a very minimal amount of sound before experiencing some pretty serious distortion. Larger S and M/MS speakers would also run into issues pretty quickly.
In terms of external systems, the BeoSystem 5500, 6500 and 7000 are all fantastic systems, although if you would like the capability of later adding a pair of active speakers (all new B&O speakers from 1991 onwards), then I would recommend either a 6500 or 7000. There's very little difference between the two systems, other than age and some capabilities which the 6500s were capable of later on in their life-time. While it could be considered 'the best of the lot', the BeoSystem 5000 would not integrate as smoothly with your L2502 as the 5500 and later, as it has no 'datalink' (a way for the TV and sound system to talk to each other and integrate).
Another system worth considering would be the BeoSystem 2000, which I believe will integrate fine with your L2502 as it also has datalink (although I stand corrected if somebody feels differently).