The great sub in your price range is the Vandersteen 2Wq. Vandersteen, like Thiel, stresses time and phase coherence. The 2Wq will give you the kind of bass you get from Thiel, but more of it and more extended. Without stepping up to a Thiel or JL Audio sub, I doubt you'll do better than the Vandy. If you can manage it, go for the high-end crossover, the MHP-5 instead of the X-2 in-line filter.
Sub question for my system
I run Thiel cs2.4's from a Parasound Halo A21. While the bass is very accurate sounding it doest have great low freq extension. I have an older M&K V125 subwoofer that has served me well in my HT setup and I'm thinking of trying it in with the Thiels in the 2 ch setup. I'll be using preouts from my preamp (both L and R channels) to the sub. My speakers are rated down th 37 hz or so, so where should I start with the crossover point on the sub? My concern is the M&K wont be musical enough to work with the Thiels, but im hoping that if its crossed over low enough then I might be able to get away with it. Failing that, and having to buy a more musical SW, and having a budget of $2k what are the better units to look at these days? Vandersteen is always good, but I'm open to suggestions. My room is 16x25 with 10 ft ceilings