Yes, subwoofers can cause trouble. Yes, they are worth the effort. Subwoofers are no more difficult to set up than any other components, its just that they really, really sound bad when less than optimized. There are two key elements to getting great low frequency performance from your system. The first is your room. Can your room support low frequency sound? Room dimensions and type of construction can make or break bass performance. If your room cannot tolerate bass, than you're probably better off staying away from speaker systems that go below 40Hz. The second element is the equipment. No bass at all is better than a cheap/bad subwoofer. My preference is towards mating subwoofers to full range speakers. The deeper your main speakers go, the better the potential integration of the subwoofer. You will have to pay attention to phase cancellation effects. An advantage of this approach is that there's no need for an additional crossover in the main speaker path. REL and Audio Physics have products along these lines. Also, you can probably get smoother, more accurate bass from a subwoofered system than from single speaker systems. Positioning a speaker for accurate imaging, best soundstaging and smooth frequency response can be very difficult. A separate bass module gives greater flexibility in speaker placement. A good subwoofer in a well set up system should not be perceptable unless there's deep bass in the music. For music, subwoofers are NOT an effect, instead they add a sense of naturalness to the music.