400w mh will work in a 4x4 but it is under-kill. 600w would fit a 4x4 more realistically. If you havent got CFLs yet and you want good results AND to save on electricity, check out CMH or ceramic metal halide bulb technology. They run 315 watts and have bulbs different than your classic metal halide. They also have special ballasts. You will require a special setup but you'll get good results. For veg go for the 4200K bulb to veg. They produce little heat too but output similar to a 600w mh. It sounds like snake oil but they really are amazing. I imagine they will replace CFLs in the next 5 years being more efficient, better results, and covering a large area. A 315w cmh (only wattage made, no 400, 600, or 1000w variety available) will cover a 4x4 area. Have a read, see what you think. Good luck.
Also, going 400w to 1000w could be stressful in my opinion. I'd start flower off at 600 then go to 1000 after a week so you're not blasting them with such a huge amount more of light than they're used to. Even if they take it, you could be looking at a huge stretch which may not be beneficial. Same practice if you sided with a CMH. They sell the phantom CMH kit on amazon for around $400, thats your bulb, ballast, and reflector, so almost plug and play. Phantom CMH kits are pretty good setups and can be used for flower too, a 3100K bulb is made for that with more red frequency in it.