You can't beat the 3.5/6's with a REL sub.
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It took a while, but I like my CLS1's with Kinergetics SW800 subs (10 ten inch forward firing drivers in twin towers playing down to 16htz). Since the subs and crossover (and Compusound software) were desgined specifically for the speaker, integration is absolutely seamless. The SW800's are line sources (down to 200 cycles) like the CLS and are optimally positioned along side each panel. Fast and articulate enough to cross over at 100htz with 18db Butterworth high and low pass slope. Soundstage and imaging are significantly improved over CLS's solo. Mid bass and low end are out of this world. Minimal effect on the CLS's transparency. This is what one should expect from a system designed to work together. Check with the guys at Martin Logan -- they'll be happy to discuss the merits of this Mini-Statement set up. Know in advance that these subs can take some time to find. After several months of looking, I lucked out and got a pair that Martin Logan had.
Can't comment first hand on the Maggie/REL combination, but I can tell you that neither the REL's or Vandersteen subs worked with the CLS's. Not fast enough and the downward firing drivers just don't make it with this speaker, nor does placing subs anywhere behind the panels. Always running to catch up with the panels and muddying up the sound. Both companies make very good subs and their designs work with a wide vaiety of speakers, so this isn't a comment on the quality of their products, just the way they worked (or didn't work) with the CLS. If you don't go with SW800's just run the CLS's full range and dig the transparency thing that they do so well.
Basically, your question is big Maggies vs CLS's.
The CLS's will sound better at low volumes because electrostats are extremely articulate at low volumes; at medium and high volumes it's personal preference. I find the CLS's to be more detailed and revealing, but I do like the more forgiving tonal balance of the Maggies. I haven't heard the new Maggie 20.1's yet, by the way, so I am presuming a family resemblance.
One of the things us planarheads love so much about CLS's and Maggies and such is their superbly natural, musical bass. In this respect, I'd have to say the Maggie 3.6's have better subjective bass extension than the CLS's. But any box subwoofer is going to compromise that superb pitch definition in the bass - many a Maggie 3.6 owner has bought subs, only to find they enjoy the music more without them.
The reason planars render bass so musically and naturally has to do with their utter freedom from boxy colorations and their relative freedom from room colorations and overhang, this because a dipole puts 5 dB less bass energy into the reverberant field than a monopole for a given sound pressure level at the listening position.
If you decide you like the Maggie 3.6's better than the CLS's, then rather than get 3.6's plus a sub, if possible get the 20.1's. On the other hand, if you like the CLS's better, you'll have the challenge of integrating a monopole sub with a dipole panel. The Kinergetics described above may be a pretty good choice.
If you can't make up your mind between the CLS's and Maggies, it might be worth your while to see if you can find a Sound Lab dealer nearby (or contact me and I'll check for you). Sound Labs are big full range electrostats that excel in articulation and have genuine low bass (still not quite up to shake-the-room movie special effects), but they are a difficult load to drive. Sound Lab has a couple of models that would compete with the Maggie 20.1's. You can find out more at www.soundlab-speakers.com, or drop me a line.
Now if money was no object and you wanted the ultimate in subwoofers to go with your dipole speakers, Sound Lab makes an electrostatic subwoofer. It's a special order item, and I'm not sure of the price; besides, I don't have a big enough showroom yet. But one of these days, when I get rich...
Best of luck to you, KWB. You are choosing between superb loudspeakers there with your shortlist of CLS's and big Maggies, and you might want to consider Sound Labs as well.