The runtime/debug.SetMaxStack function only determines a what point does go consider a program infinitely recursive, and terminate it. http://golang.org/pkg/runtime/debug/#SetMaxStack
Setting it absurdly low does nothing to the minimum size of stacks, and only limits the maximum size by virtue of your program crashing when any stack's in-use size exceeds the limit.
Technically the crash only happens when the stack must be grown, so your program will die when a stack needs more than 8KB (or 4KB prior to go 1.2).
The reason why your program uses a minimum of 4KB * nGoroutines is because stacks are page-aligned, so there can never be more than one stack on a VM page. Therefore your program will use at least nGoroutines worth of pages, and OSes usually only measure and allocate memory in page-sized increments.
The only way to change the starting (minimum) size of a stack is to modify and recompile the go runtime (and possibly the compiler too).
Go 1.3 will include contiguous stacks, which are generally faster than the split stacks in Go 1.2 and earlier, and which may also lead to smaller initial stacks in the future.