Great -Small- Cheap subwoofer ?

I vote REL. With the high pass input, and careful placement, they integrate perfectly with the main speakers. Sounds like you don't have a sub - rather, like your main speakers just got a whole lot better.
Art

Hsu STF-1, $299. All Hsu subs have 4th order crossovers that go from 30 to 90 Hz -- that steep filter and wide range is a very big deal for dialing in the right match with an assortment of mains and rooms. The STF-1 plays 28 Hz cleanly and with authority, I have mated them easily with many fine speakers. And they are small and light, easy to move around, another big advantage for my needs. 30 day money back evaluation too.

Steve

I will second both REL and Hsu.

If you can't find one of the subs already recommended at a price you can afford, the Mirage Omni S8 is a nice little sub for the money. Retail is $350 but if you look around online you can find one much cheaper.

I have a Klipsch RW 8 sub and really like it for the money. It is musical and fast, not thumpy or muddy at all. I think I paid $250 for it new from an Internet discounter a few years ago. It is very compact and goes down to about 32 Hz. Great for a small room.

The RW 8 is no longer available new, but the RW-10d (10" driver) is for about $500 new. You could probably find one of these 8 or 10 inch driver Klipsch subs used for $300 or less. If you go this route, make sure you get the Klipsch with the "RW" model number, because some of their other subs are less impressive.

The recommendation above for a Hsu sub is also a good one. If you can find a used REL for $300 or under, buy it.