The subwoofer thing is personal preference. I have a PSB Image setup (T45s, C40, and B15s). I shopped around, bought used on Audiogon and Ebay, and have only spent ~800 so far without a sub. My T45s play down to about 35 Hz in my room. This to me is sufficient for a moderate room for music and most movies. Do I want a sub for the occasional pipe organ or action movie? The answer is yes, but I'm quite happy with my system for now. It's actually quite impressive considering no speaker is larger than 5.25".
That said, I'm saving for an SVS, HSU, or used Sunfire sub. I haven't made up my mind, but when I have more funds, I'll start looking around for good deals.
You've gotten some good recommendations here. Go listen! For what it's worth, I didn't find the Athena audition line harsh at all. I haven't heard the newer LS line, although I've heard (and it sure looks like) it shares drivers and things from the Energy C series (same parent company, which just got bought out my Klipsch, hence the end of the Athena line). The Energy's get good reviews.