I have been very interested in that topic for quite a while. Here is a link that I got from James Peters that gives a good explenation.
http://aga.rru.com/FAQs/technical.html#imp-1
Kevin O'Connor from London power also sums it up in online FAQ here
http://www.londonpower.com/faq.htm
Kevin Invented power scaling, and has written many books on amp design, and modification.
To sum it all up Marshalls are more picky then other amps. This has to do with the power amp design. This is also why Marshalls blow output transformers more then Fender, or Mesa. If you run a 16 ohm cab from the 8 ohm output it is easier on the tubes until you reach the point where the tubes can't put out any more voltage. At this point you can damage your transformer. Running a 4 ohm cab off the 8 ohm output is harder on the tubes, but you are less likely to damage your OT. But either way if you are not cranking it up to very high levels you will be OK.