Help: crossover for Thiels and Velodyne sub?

Here-in lies a common problem once again! Most always, playing in pure analog pre/amp/speakers/sub combo, the mains seem to sound more "pure" playing full range out of a preamp to amp connection. When you put some sort of crossover network in the signal path to the mains, it usually tends to degrade sonic purity somewhat. My experience is that, for most peoples tast in music who're audiophiles, that you play your mains full range, and let the sub fill in the bottom. However, I think since the sub's crossover usually doesn't go so low, as to make a great integration with the natural roll off of a lot of full range speakers out there, it might be best to aide the assistance of an external crossover of some kind between pre amp and sub connection!(with phase adjustment ideally)...or possibly in parallel, speaker level from the main amp terminals!(which can sometimes work quite well!
Either way, if you can blend the subs crossover to match the main speakers, you should do well...otherwise it can get tricky, and almost impossible for the novice! That's just the straight analog way.
If you're planning on harder dynamic, high volume rock, rap, techno, whatever, you might find that no combo such as this will be perfect dynamically! In this situation, THE BEST WAY to run a full range passive speaker and sub combo, is to use a higher crossover point between mains and sub, and letting the powered sub handle most of the demanding bass.(i.e, using a digital pre/pro's crossover). Usually, I find with this kind of material, the sonic purity can be ultimately sacrificed(perhaps, depending on gear and hook-up) for dynamic ability!(a must for proper HT rigs!
Again, my experience with playing with this stuff for years suggests that ultra pure audiophile sound will be degraded offten when you introduce some sort of(especially) analog crossover filter between amp and preamp! I have seen some trick little add-on filters for such purposes, but I couldnt' swear by their effectiveness and purity overall.
I don't listen to most music all that loud myself, so running even my high end mini monitors full range from my preamp and amp combo, while having my sub fill in the bottom works fantastic!..but I've got lots of time, experience, and skill invested in making the set up sound good! My mini's only play so low, and the sub has small fast drivers that play up to the mini's natural roll-off slope quite well. It can be tricky.
never the less, I recommend most people run their mains full range for most high end music sessions, and let a properly integrated powered sub fill in the bottom...while recommending DEFINITELY crossing EVEN LARGE FULL RANGE PASSIVE SPEAKERS as "small" or "smaller" at least, and letting the sub do the bass bellow, likely out of the "sub-out" of a digital pre/pro for movies!
One sollution(pardon me, while I get tricky) for those who do do HT/music set up's, and who use a high end 2 channel preamp for music and have a digital movie pre/pro looped in for movies: Just go sub out to your sub, and run the mains as normal, crossing over the speakers as "small" or at least smaller", and letting the powered sub fill in the bottom(most always best for HT..most speakers can't handle the bass otherwise). Then, when you switch to 2 channel music, and just go analog into your 2 channel preamp, you can keep the digital movie pre/pro switched off, and you'll be(of course) running your mains through your 2 channel preamp "full range". Then, when you need the sub to integrate into the bottom end bellow your FULL RANGE MAINS, you can use an outboard crossover, such as the Paradigm X20 with SPEAKER LEVEL CONNECTIONS to your subwoofer! Those will be connected from amp terminals to your crossover(x20) to your sub's SPEAKER LEVEL CONNECTIONS! This way you can switch connections between your sub depending on your application!!! So it will be connected LINE LEVEL durring movies*(using pre/pro), and SPEAKER LEVEL for music, while using the 2 channel preamp only!..just remember to switch your pre/pro off for music, and your X20 off for movies!...and vice versa. Anyway, there's some FUNK you could try(like I just mentioned), and you can get pretty creative. The heard part is KNOWING WHAT YOU'RE DOING, AND WHAT THINGS SHOULD/COULD SOUND LIKE!
Have fun

Update: I might be mistaken on the Paradigm X20, thinking it could be used "speaker level" from the unit to a subwoofer. I was checking out this piece on the net, and assumed it to have speaker level connections for sub and mains. It might only have line level for sub connection.
I know you can use a speaker sellector between amp(speaker level) connection to subwoofer speaker level connections, to switch it in and out. You may however be able to connect something like an X20 via a splitter to a line level subwoofer connection, and switch it in and out depending on source. I'm sure one could get creative if needed.

Thank you all very much for your insights and time.

The Paradigm X-30 recommendation is very helpful (and the price is right). Unfortunately it only goes down to 35hz. The Velo has variable xover down to 40hz, which results in some overlap, and is consistent with Islandflyfisher's observations (e.g. 40 isn't low enough).

By the way Foreverhifi2000, this is not a HT application. For the reasons you mentioned I've been hesitant to put anything in front of the Thiel crossover. But the X-300 is cheap enough to experiment with.

I think anybody with a sat/sub configuration probably ought to have a crossover handy, so I'll probably get one.

But before I jump, does anybody have other suggestions for a competing crossover?

All you need to do is set the Velodyne's crossover all the way over to the highest setting, and use the external crossover's setting! Then the two won't overlap and cause problems. If the Velodyne has a "bypass", even better.
Your concern isn't an issue really.