I've tried integrating subs several times to varying degrees of satisfaction, but never really got a single sub to integrate well in my rooms and ultimately just went with full range speakers, which I've found more satisfying. The best integration by far, of subwoofers into a system has been with multiple subs - Audiokinesis Planitarium/Swarm system is a phenomenal success at doing just this, making it much easier to integrate that kind of solid low end seamlessly into a room (no easy task with a single sub). I'm not sure if Duke has a white paper on how this works, but he's the best spokesman for his own work and he contributes here regularly - you may want to seek out his words on subwoofers (user: Audiokinesis). There are also some speakers that utilize an integral active subwoofer to reach into the depths. This can also be very effective also, but those that do it well tend to be quite expensive, but they'll take up less real estate than multiple subs will.
Determine the kind of music you like and listen to the most. Then go to live events featuring that kind of music. If you then feel you need a sub, go for it. Start out at a lower level, both hertz and volume settings and slowly integrate it to as close to what you heard live.
The idea of using live music as a reference is a bit misleading on two counts: First it assumes the event you go to actually sounds good which is a crap shoot these days, especially with some genres. Trying to get a system to duplicate a live event on a large scale is an exercise in frustration. It certainly can be used as a point of reference, but don't expect to duplicate it. Turning up a sub to the point of trying to duplicate an amplified live concert is, IMO, a very bad idea. A subwoofer is meant to enhance a relatively narrow band of the low end. If you looked at most music we listen to you'd realize that not much music lives there. Yet the effect of a well-integrated sub is unmistakable. With the best integrated subs I've heard, like Audiokinesis system, you don't even notice they're there until the music goes down to those registers. Yet at the same time, a well integrated sub system will also enhance the midrange and low midrange by taking some of the demands off the midrange driver to produce low-end energy, so they are working there for you as well. When it all works well the effect should be totally invisible and natural to listen to, at least that's my ideal. A sub that makes itself ever-present is more likely to send me out of the (vibrating) room.
You also asked the question about headphones (OP) on another thread, and I'd echo part of my comment there - just to produce low-bass is one thing. But to to reproduce bass with accurate tonal shades, nuance, and detail that actually enhance the illusion of the instruments/sounds being reproduced is an entirely more demanding ballgame (much more so with speakers than with headphones, by the way). If you've heard the difference, you probably understand what I'm talking about. Of course if the kind of music you prefer is largely electronic dance music, or some similar genre that just uses bass as a coloration to a beat then you may be entirely happy with just about anything that reproduces a clean low-end without too much distortion, though it will still be need to be well-integrated with the rest of the music.
