The best combination with Thiels I've heard yet is a Plinius preamp / amp combo. Of course, that is well beyond your price range but you could easily get a Plinius 8200 integrated amp that might do just the trick.
What is your source? If you're complaining about some harshness with rock, it's possible that this originates at your source components, and that the Thiels are just being ruthlessly revealing (which is generally what they do).
If harshness is your complaint, assuming the source is not to blame, than I agree that a tube preamp might be the way to go. Some of the options at that price range include used Cary, Audio Research, Consonance, Conrad Johnson, Audio Mirror, Quicksilver, Marsh, and too many others to list.
Is there a way that you could, say, borrow a preamp from a dealer to try it in your system and see if that might be a potential solution to your problem, or if the problem lies elsewhere?
Also, I would make sure that you optimize the positioning of your speakers before making any final determinations on the upstream electronics. (Do a search on Google for speaker positioning.)
Michael