There are basically two types of subwoofer sound. The under $1000 home theatre boomers and thudders and the over $1000 (probably more like $1500) for real subs like Velodyne, JL and Martin Logans that can actually integrate well into a music system.
That's true up to a point, but there is a third kind of sub--the <$1K subs that are fast and lively and blend well for music because they're not trying to do HT's crashes and explosions. I have a pair of them in Mirage MM8's. It's a sealed 9'' cube with an 8" driver and two passive radiators, and a 300/1200 w rms/peak amp. Helping to make for a complete blend with the mains, it has a 0-360deg. continuous phase knob, a 50-200Hz crossover control, and of course volume.
They're only good to about 35 Hz placed against a wall, but there are so many speakers that start rolling off at 100 Hz, these MM8s are nice for fleshing out the 35-60Hz region, and they will *not* lag behind your main speakers. The best proof I have is how they make a great upright bassist like Ray Brown sound. The bass is full and extended, but when set up correctly completely sounds like it's all coming from Brown's single instrument. The fundamental, all the overtones, and the bass body resonance all sound as one. Ditto for drums. These subs really help in the dynamics and impact of percussion.
I really lucked out because sometimes Vann's sells these at really low prices. I got one at $269 and the other at $279. At $550/pair they're a steal if you just want the music to sound fuller. Furthermore, somehow their addition made the soundstage more 3D and lifelike.
If I could afford anything it would probably be a pair of JL F113's. That would serve up the deep low fundamentals, the dynamic range, *and* the speed and blend you need for music.