This article mostly pertains to car audio but can also be used when setting the crossover for a home theater system.

When setting up full-range speakers (2-way, 3-way, etc.), it is not necessary to use a HPF.  If a speaker’s frequency response is 40Hz-20kHz, this means that it naturally rolls off at 40Hz on the low end, and 20kHz on the high end.  So even if it is asked to reproduce 30Hz, it won’t, and all is good.

However, why make the speaker try to reproduce frequencies it can’t, or make the amp work any harder than it needs to.  For this reason, it is good practice to set your HPF at the lowest frequency listed in the speaker’s frequency response. So, if the speaker’s frequency response is 35Hz-20kHz you would set it to 35Hz.

Of course, there is no harm in setting it higher than 35Hz, if you’d like, or if you have a subwoofer handling the lower frequencies.  Another reason you might set it higher, if you have a car system with 4” speakers in the rear door, but 6x9’s in the front door.  You can let the 6x9’s handle all of the low frequencies while the 4” speakers take everything above 100Hz (for example), even though the speaker's frequency response may go down to 55Hz.

There are two other methods for setting the HPF on your speaker.
 

1. If your speaker plays fine without using the HPF:  Begin playing music and slowly turn up the HPF until you notice that the bass response is diminishing, then slightly turn it back until you get full response again.  This now guarantees that you have filtered out the bass that the speaker cannot reproduce without sacrificing any low frequency reproduction of the speaker.
2. If your speaker is popping or crackling on really deep bass notes:  This may be due to installation location, or simply pushing too much bass to the speaker.  In this case, turn up the HPF until the popping stops.  This is not something that is normally suggested, but if you have a full system up and running and are happy with the results except for some popping in particularly small speakers, adjusting the HPF up a little may help.