I'm not a real big fan of subwoofers, even though they are a relatively inexpensive way to add very deep bass. And I sell what I think is one of the more musical subs out there, especially in its price range - the Hsu's. But I think the best solution is to get a pair of main speakers that does what you want. Good main speakers will be better integrated and (imho) more enjoyable long-term than a satellite/sub system.
I'm not real sure what your top priorities are in improving the bass. Do you most want deeper, louder, better pitch definition, or all three? (Of course you want all three, but unless you are ready to part with big bucks, best to prioritize). And, if you're going to be changing speakers, what do you want to keep about your B&W's, and what would you like to improve on? And, perhaps most important, what particular loudspeaker colorations or inadequacies are you most unwilling to live with?
My taste in speakers runs towards relatively "boxless" sounding speakers, perhaps a touch on the warm side, then in the bass I don't mind trading off some loudness and extension in favor of pitch definition. I really like to be able to easily differentiate all the notes the bass player is playing. And did you know that there's as much difference between cello and double bass as between cello and violin? Yet on many speakers we aren't entirely sure whether we're hearing a cello or a double bass! And to really win me over, when called for drums have to be rendered as a sharp WHACK rather than a fat BOOM, even if the BOOM shakes the room more.
I think that for roughly the cost of your 804's plus a good sub, you can wind up with a pair of full-range speakers that will do the job.
However, I suggest you at least try another CD player (or DAC) first, as that may do more to resolve your problem than you would expect.
Best of luck to you in your quest!
