Subwoofer frequencies travel far and are difficult to absorb - sorry but you can't change physics.
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With subs, setup, room placement, hookup option, adjustment, are all critical. You might want to do some research on that. You may find that tweaking those adjustments are all you need. Most folks tend to set them up on the overkill side, which tends to sound boomy. I don't know what you mean by turning up the volume to 30 or 40 watts. I use 8 watt SET amps in a modestly sized room in nearfield listening. I use an ACI Force XL and am quite happy with the way I've been able to integrate it with my Silverline Sonatina speakers. Do some searching on proper subwoofer setup. There's material here in the forums, as well as on manufacturers sites. Shardone makes a good point; if you add those low frequencies that are not currently there, they will travel and your neighbors may not be happy. I find the bass frequencies a bit less 'rewarding' at lower volumes myself and if I were limited on volume I would probably not bother with a sub myself. That's just a personal preference though.
It's not just the volume, it's the frequencies they reproduce. You can have the thing turned down but the bass frequencies will still resonate other objects that have the same resonant frequency. If you're in a wood frame building that you can't structurally alter, or build bass traps for, the problem will not go away.
I have a REL sitting on an ASC SubTrap (http://www.asc-hifi.com/sub-trap.htm). I live in a wood frame apartment, carpeted floor, and the REL augments a pair of Silverline SR15 m0nitors. In elevating the sub, I found the bass to become more airy, more integrated at nearly the height of the monitors.
Cleaner too, and less resonance. The differences from sitting the REL on the floor are very rewarding IMHO.
I agree, most subs I've heard "sound" too loud or dominant. Sometimes I believe it is simply the way they are set up (owner bought a sub and by God, they want to hear some bass!). But I also believe many subs are designed to dominate the system they are used with. This could come from the home theater influence.
A wise person once said you should not know the subwoofer is in the system until it is turned off, only by its absence should you realize it was on. Perhaps using this wisdom can help you in finding a better quality subwoofer than what you have experienced so far.
I once heard a very good dealer demonstrate a subwoofer by playing a solo violin passage. His point was to show the improvement in clarity in the upper-bass, lower-midrange in the main speakers when the sub was set up correctly. That was impressive because it was more musical.
One reason a sub can sound "too powerful" is that its in-room response has one or two large peaks, which stand out. But if you turn the sub down enough that the peaks aren't a problem, the rest of the bass is too soft. The solution is either equalization (probably best for a single listening position) and/or using multiple subs spread around the room (which averages out to smoother bass over a wider listening area).
Another problem can arise when room gain elevates the very bottom end of the spectrum relative to the rest of the bass. Typical room gain is 3 dB per octave below 100 Hz, so if your sub is "flat" to 25 Hz the response will actually be +6 dB at that frequency, resulting in an overly heavy or thick sound. The solution is equalization, or a sub whose response inherently falls off by about 3 dB per octave below 100 Hz.