Adding a sub woofer?

Optimum solution is to roll the very bottom out of the main amplifiers and feed a low level signal to the sub. This is effectively an increase in main amplifier power if you listen to material with real low end, i.e. deeper than most 40Hz limited material. Sub must either be very efficient or have lots of power for a realistic bottom octave.

The sub must have continuous phase, multiple crossover slopes and polarity inversion along with the normal XO frequency and level controls. 
Martin Logan X and some JL Audio series have all of the above. Without these controls, the optimum position maybe in the middle of the room.

REW and a microphone can ease the integration task, but the learning curve is steep.

see http://www.ielogical.com/Audio/SubTerrBlues.php for perils and solutions for sub integration.

Two subs are optimum for stereo. A swarm gives even level at the expense of coherent phase.

Discount most advice on audio forums as FanBoy prattle. As composer once opined of my system "Every OTHER subwoofer I've ever heard just boomed!"

@ ieales, Well said.

I own a pair of REL S2 SHO subwoofers.  What I like about them is their high level connection as well as their home theater connection for sound effects when watching movies.  I am glad I listened to the dealer because two rather than one.

Their high level connection allows the to ack more like woofers than subwoofers to extend the bass seamlessly.  The key is to make sure you set the volume so they don't stand out.  I set mine at 40% volume.  Otherwise, they sound boomy and they disguise the towers.  When you dial them in, they take some weight off the main speakers and allow the mid tones to play clearer.  Be curious to hear what volume level they se their REL's.

Be sure to not buy too small a size.  Buying too small will cause you to overplay the subwoofer and it becomes boomy.  I was going to go with a pair of REL T9's but decided to go with the S2 SHO's.  Glad I spent the extra money.

@ieales, absolutely. I think top model JL Audio subs may be the best available and their price reflects that. To my knowledge nobody makes a stand alone digital bass management system. The most sophisticated versions come with full room control units/preamplifiers. I must say however that the current units are easier to set up than the TacT units were. Almost any audiophile should be able to get decent results. The hardest part is setting up the microphone in the right place. The down side is the additional expense.
Having toiled with subwoofers since 1978 I can say unequivocally that you can not get the full benefit of subwoofers without a complete 2 way crossover,  be it analog or preferable digital. For those unfamiliar with this, the crossover goes between the preamplifier and the amplifiers. All connections are line level. Using speaker level connections drops the impedance to your amplifier decreasing it's damping. It is not acceptable.
Your money would be best spent upgrading your system before getting subs. 

As an REW alternative, the ML subs have an extra cost accessory called Perfect Bass Kit which includes Anthem Room Correction.

Pretty good results can be obtained with the PBK provided one does a bit of "book learnin'" with a room simulation application and a little common sense.