Adding a sub - what will I loose?

I'm with Bizango1 - it'll probably be a big gain. I run my mains the way you plan to, with a high-pass filter (in my case 60Hz). I go further and bi-amp the mains - I run a full-spectrum direct signal to the midrange-tweeter sections, and high-pass only to the woofers. I use a y-cable to split the preamp signal. The improvement in my system overall is amazing. I'm very happy with the result.

10 Grand for a sub,lol......more power 2 ya

What you will lose is realism, especially for the timbres of acoustic instruments...

IME, you will lose nothing - if you get it right - and you will likely gain a ton.

I've used a lot of combinations successfully, but the common denominator has been a sub controller. I think that getting seamless integration of your sub(s) is exponentially more difficult if you try to do it by ear. I also think that digital room EQ (at least for the subwoofer signal) is tremendously beneficial.

Until recently, I used a stand-alone Velodyne SMS-1 sub controller. Last week, I replaced my outboard x-over (NHT X-2), preamp (ARC LS 25), dac (Benchmark DAC-1), and sub-controller (Velo SMS-1) with an Audyssey XT32 enabled pre-pro (Onkyo 5508).

While I have not completely tendered my "official audiophile merit badge and ID card" (I still have the ARC gear and a bunch of Joule, Cary, PL, etc), I will say this system sounds awfully good to me.

Marty

The quality of the high pass filter to your main speakers is of primary importance. I do mine with a super high quality resistor/capacitor network (latest nude Vishay and Mundorf Silver/Gold). The high pass filters built into most subs suck big time.