Having two sets of M60s, one being used with a sub, the other are not, I'd agree with John. Downstairs in the HT Room, my EP500 adds a lot of impact to movies. Upstairs where it is music only, I used an old 'leftover' sub from a HTiB I had in my first house. It added depth but once I tried the M60s in "Large" (normal) mode, I realized that the sub had to be turned up to the point of exaggeration for it to make much of a difference. I removed it as it didn't match the decor anyway so my wife and I were both happy.
On the other hand, some people are not about natural sound and just enjoy a LOT of bass. If you are one of those people, a good sub is the way to go. I will admit on very rare occassion I crank the EP500 to exaggerated levels when listening to music in the HT room but it is usually a 'friends & alcohol' induced behavior.
