I have agree you should only gain when set up properly. The KEY word is setup properly. When I first got my Dyn C1's I thought my Rel B3 was slow sounding compared to the C1's without the sub. Turns out I had it set up all wrong. Crossed over way to high and the volume was too high. I could always hear where the sub was. Once I had that set properly it still sounded slow to me. That was because I had the timing wrong (physical position). The low bass sound wave lagged the original signal. Had to move it about forward 4". Then I was a happy camper until I started reading these posts regarding subs and many stated the cable made a huge difference. So on a whim I ordered a Nordost baseline sub cable made to Rel spec. Holy Moly what a difference I heard. The attack and decay didn't exist in the stock Rel cable.
That being said it was all for the lowest bass that my speakers couldn't reproduce. I will add as a bonus that the mids actually sound better too (especially acoustic guitars - sorry Learsfool but I strongly disagree now that mine is set up right and I would agree if not set up properly). Nothing earth shattering like the low bass but just a hair better. On occasion I will disconnect the sub and it amazes me how few recordings have a real low bass.
Tghooper I don't have an external crossover so I can't comment on crossing them over that high. I have mixed feelings about doing that. My speakers are rated 45 - 22khz and my crossover is set at 41hz on the sub. Besides my sub cable is 5 1/2m and my tube integrated only has pre out but no amp in. Either way I wouldn't want 11m of cable between my pre out and amp in.
So in the end if your are considering a sub I say the 'nike' slogan - JUST DO IT !!! Just remember if it doesn't sound right you don't have it set up properly.
Good Luck