Maybe it would be different with a surround sound setup but in the past i've always had to use a headset to hear footsteps and such so, i wont even use them much for gaming (I make that statement without trying a surround sound setup, obviously). So yeah loud music but if its anything like car audio, id rather finish my highs before going the sub route because the sub can drowned out the highs. The only reason i was questioning a sub next is from other threads i was reading, starting with a good 2.1 setup.
While the Pioneers are budget friendly, they will have better mids
and highs compared to the KLH speakers. The Pioneer's bass will
also be tight and controlled for music. A good subwoofer that is
set-up properly will not drown out the speakers. A lot of that will
depend on the room, placement/set up.
Once you get your speakers and receiver - and get them in place,
then based on max budget, it will be easier to recommend a sub,
and one that should compliment the Pioneer's for music, and not
be more on the boomy/mushy side.