Subwoofer recommendations for mostly music

I don't know anything about subwoofers, so be kind to me! I currently have some sort of Velodyne hooked up to my system. It doesn't seem to add a thing to my system - possibly because it's crap, or possibly because I don't have it set up correctly! I would like to get another subwoofer anyway, so would like some recommendations. It will be part of my HT system, but I really want one that is good for music. I listen to classical, classical rock, jazz and World Music for the most part.

I will be pairing it with bi-wired B&W CM4 speakers (center is a B&W CMC) and I use a Rotel RSX1055 receiver. (I know a lot of people here don't like B&W speakers or Rotel components, but please don't suggest that I upgrade this stuff first - I can't afford to and don't want to!)

Budget wise, I would prefer <$500, if possible - used is fine.