Too true. The smaller the satellite drivers, the higher (Hertz-wise) the sub will have to play to ensure there isn't a gap in the sound.

Bose is the most famous example of this phenomenon.

If you really want to go for a compact sub-sat system, Hsu has the best one I've heard to date. Here's a link:

Hsu Ventriloquist System

As I've mentioned before, I heard this system in its prototype stage paired with a pre-release STF-2 last January and it sounded amazing with both movies and music. It's an ingenious solution to "closing the gap."