Liked the Nautilus 805 but found better?

For the best results the N805 need good stands. When you factor that in (say $500 more at least), there is only a $1000 or less difference in price with the N804. If I had $3500 to spend I would look for a used pair of N803. If I had only $2000 to spend I would look for a used pair of Matrix 803-2. (Assuming you want floor standers.)

Or a pair of Matrix 802-3 for around $2000 to $2500. I assume you want to stick with B&W.

Why not get a sub?

I would either get the 803's second hand, or do what I did, get a REL sub. It integrates perfectly and is every bit as musical as the B&W's, thanks to its Neutrik Speakon connector, which allows you to connect from the speaker outs instead of the sub out.

I audited both the N804 and N805 and agreed that the N804 does not worth the extra $1500. A good quality stand should help to improve the bass. I'm using a old pair of Foundation right now and am quite happy with the amount of bass (but that depends largely on the size of your room).