I have compared all of these (Beolab Penta rather than Beovox).
My favourite is the Penta. Works best when you are sitting down (the tweeter is then at the right level ) and has extended bass. If one was being critical, the sound is softer in the treble region, but they play loud and don't distort.
The 8000 has better treble than the Penta but lacks ultimate bass - I chose Pentas when I chose between the two but was very tempted by the 8000. The 8000 shrieks at high volumes - sounds like treble distortion - I put it down to the drive unit.
The 4000 is a great small speaker. Plenty of bass though more one note than the Penta and not as deep. I have mine wall mounted which emphasises the bass. I use one pair as rear speakers and they are completely wasted really.
6000s are my least favourite. less bass than the 4000s and nothing that really made an impression on me. Like the 4000, they too shriek at high volumes.
Now for a controversial view. The older range of passive speakers will outperform the 4000 and 6000 by a good margin when used with a decent amplifier. The S45.2 and something like a Beomaster 3000 will certainly sound better and move up to the M speakers and you will have better bass than any of the speakers above, Penta included. You simply cannot beat a good big bass driver supplied with adequate power. You will hear detail in the bass that simply isn't there in column speakers. The Beolab 5 is the only modern B&O speaker that can do this that I have heard for any length of time. The Beolab 9 was badly set up when I heard it and simply didn't impress. Properly set up, it is probably very good but I am not in a position to judge.