I tried 5 different subs (all under $400) and could only afford one vs 2. I lucked out, the one that worked out the best is a 10" Polk from shopgoodwill for $25. Everything else was a giant mess, sound-wise. I am looking to score another Polk. I am using the speaker connection, the experts told me that's the best (besides that my amp has no sub out).
Unless you have an expensive setup, I wouldn't "outclass" it and outspend on sub(s) with REL or SVS.
I also tried managing the frequencies with splitting it between the sub and speakers but of course that costs money and I wasn't that lucky with my purchase in that area.
You could also search the forum for previous discussions, there has been a wealth of knowledge and case specific advice here, all I know I learned from here.