Should I bother to try a subwoofer?

Many thanks to all who responded--I've learned a lot and will be actively looking for a sub. Unfortunately, in the meantime the Strata III has sold (he who hesitates is last), so I'll be searching the archive for threads on good mid-fi subs that might match up well with my Dynas.

So...I am auditioning an old REL Q150E over the weekend. It's and interesting process if I don't get to manic about it. Lots of knob twisting and changing of music. I'm honestly not sure I like what I hear all of the time. It seems I keep lowering the sub volume and the crossover frequency. Pretty soon I may have eliminated the sub altogether!

It's a side-firing speaker and I found it to sound very directional in spite of what everyone says. I turned it backwards in the corner and that made a huge difference--night and day, really.

More later. Thanks to everyone who has offered their two cents worth.

I'm sure the Velo electronic setup is great, but it's a bit of a budget-buster for me.
I've spent parts of three days listening and tweaking and am happy enough with it that I decided to take the plunge and buy the REL. I'm sure I'll continue to make adjustments hear and there, but overall it's been educational and fun, if perplexing at times. Bottom line is, it's a significant overall improvement and I'm a born-again audio freak. I'm digging up a lot of material I haven't heard in ages, and it's never sounded so good. Maybe I'll upgrade the CD player down the line, but for now this is really satisfying.

Also, the F112 mentioned costs far more than my mid-fi budget allows. I paid 425 + tax for the used REL.

Yeah, Marty, I did think about that. Trying to be better in my old age!
And, I trust my ears-- as a musician and teacher I've relied on them. I've done multitrack mixing, live mixing and things which make me focus on various aspects of sound and listening that most folks (outside a forum like this) probably never think about.
I have (so far) wound up with a frighteningly low volume setting on the Q150E (so low that some would say "why bother") and I'm kicking it in around the frequency where the Dynaudios supposedly kick out. The biggest problem right now is dragging myself out of that room so I can get other things done. I am really pleased with the sound. Wife is away for a couple of weeks, so now is the time to really take it in.

Wolf, I tried the sub facing towards me and it did not sound good, so I don't think I'll have the controls against the wall (unless I move to another house, and even then, who knows...)
Marty, you're probably right, but once again, the expense.

Clarification--I didn't mean to imply that I'm uniquely qualified to do this by ear. I imagine most of the folks on the forum have spent a lot of time squinting their ears to sound and music. I think most of the folks here would do a good job of setting up by ear, given enough time. I tried to make that point, briefly, before.