If I had to change from my 3.6's, I would be looking at the Vandies. They do share many characteristics. The disadvantage of Thiel's is the amp/current required. It sounds like you may have this covered. I have considered demo'ing the Rogue pre to see how a tube pre would sound with the 3.6. I would stay away from the sub, I've never heard a setup integrated enough for me. The 3.6 goes very deep and is very tight, especially with a big amp. I use Classe CAM-350's with great results. I would try to hear the 3.6 with your electronics before deciding. You can't lose either way.
Thiel 3.6's vs. Vandersteen 3 sigs
Looking to upgrade. Currently have Vandersteen 2ce's which sound great, but have slight bass. So, I had to get a Velodyne FSR 12 to compensate, but this is not a really good match, I know. Anyway, I miss the bass that my old Thiel 03a's had by themselves. I'm guessing that Thiel 3.6's may cover all bases well. I'm not familiar with the VD 3 sigs, just hoping that they would cover the low frequencies better. Of course, the other option in to get the Vandersteen sub and keep the 2ce's. By the way, the speakers are powered by a Moscode 600 with a Rogue Audio 66 Magnum preamp. Any suggestions?