Basically, your question is big Maggies vs CLS's.
The CLS's will sound better at low volumes because electrostats are extremely articulate at low volumes; at medium and high volumes it's personal preference. I find the CLS's to be more detailed and revealing, but I do like the more forgiving tonal balance of the Maggies. I haven't heard the new Maggie 20.1's yet, by the way, so I am presuming a family resemblance.
One of the things us planarheads love so much about CLS's and Maggies and such is their superbly natural, musical bass. In this respect, I'd have to say the Maggie 3.6's have better subjective bass extension than the CLS's. But any box subwoofer is going to compromise that superb pitch definition in the bass - many a Maggie 3.6 owner has bought subs, only to find they enjoy the music more without them.
The reason planars render bass so musically and naturally has to do with their utter freedom from boxy colorations and their relative freedom from room colorations and overhang, this because a dipole puts 5 dB less bass energy into the reverberant field than a monopole for a given sound pressure level at the listening position.
If you decide you like the Maggie 3.6's better than the CLS's, then rather than get 3.6's plus a sub, if possible get the 20.1's. On the other hand, if you like the CLS's better, you'll have the challenge of integrating a monopole sub with a dipole panel. The Kinergetics described above may be a pretty good choice.
If you can't make up your mind between the CLS's and Maggies, it might be worth your while to see if you can find a Sound Lab dealer nearby (or contact me and I'll check for you). Sound Labs are big full range electrostats that excel in articulation and have genuine low bass (still not quite up to shake-the-room movie special effects), but they are a difficult load to drive. Sound Lab has a couple of models that would compete with the Maggie 20.1's. You can find out more at www.soundlab-speakers.com, or drop me a line.
Now if money was no object and you wanted the ultimate in subwoofers to go with your dipole speakers, Sound Lab makes an electrostatic subwoofer. It's a special order item, and I'm not sure of the price; besides, I don't have a big enough showroom yet. But one of these days, when I get rich...
Best of luck to you, KWB. You are choosing between superb loudspeakers there with your shortlist of CLS's and big Maggies, and you might want to consider Sound Labs as well.