Should I bother to try a subwoofer?

There are reasons, other than filling in missing frequencies, to use a sub. One of the benefits of using a sub is that it can free the speaker from trying to reproduce frequencies at the bottom of its range. Many times this will have the effect of allowing the speaker to produce more coherent mid-bass frequencies and decrease the distortion at the lower end of the woofer's range. Because of this I would encourage you to experiment with the crossover frequency. Trust your ears and set it where it sounds best. Everyone's room is different. I also agree that you should not turn it up too high. The effects should be subtle (except for movies!).

Dick

Tmsorosk, We are not talking about speakers that extend to 19Hz. We are talking about a minimonitor with a 6.5" woofer that is rated to 40Hz.
I have a question. If you connected a subwoofer to a system with main speaker that have rated output to 19Hz, where would you set the crossover for the subwoofer?

I agree with Rfogel18 completelly. That is a dumb statement. Most speakers just don't go down to the lowest frequencies. Not many are made that do. If you own Revel Salons that go down that low, well good for you, but if you own Maggies, or certain Wilson's, or Dynaudio, or Martin Logan's, or Quad ESL's......

Then a sub is a great addition.

Bought the wrong speakers, please.....

As low as it will go .

I disagree with those who suggest a sub is just for explosions and crashes. REL has a great reputation, it should be a good addition for your Dynaudios. The mistake many make is in the set-up. I find that setting the crossover too high at first makes it easier to find the right phase adjustment. Then set the crossover and output levels too low and inch your way up. When properly tuned in, you should be almost unaware of your sub- until you turn it off. Although there can be benefits using the crossover to cut the lows from your main speakers, I usually like running the speakers with fullrange signal, you may experiment with plugging the ports.
If you get a good price, I definitely say go for it. You may love it, the set-up can keep you busy in a fun way, and if it doesn't work out? It's a REL, and should be easy to unload.