I purchased a pair of D40R's about 2 months ago and have to say they sound fantastic! They have really opened up over the course of time. I have them in a pretty large room (20'x22' with vaulted ceiling to loft area and the room is open to a decent sized kitchen/eating room) and don't absolutely need a sub. It would be nice to have one but for the less cluttered look I am ok without it.
I currently run a home server with all lossless music files via a Sonos player, digital out to a PS Audio DLIII DAC, then to a Krell S300i integrated amplifier via balanced Nordost cables. I haven't heard any Thiels so I can't offer a direct comparison unfortunately.