Subwoofer recommendations for mostly music


I don't know anything about subwoofers, so be kind to me! I currently have some sort of Velodyne hooked up to my system. It doesn't seem to add a thing to my system - possibly because it's crap, or possibly because I don't have it set up correctly! I would like to get another subwoofer anyway, so would like some recommendations. It will be part of my HT system, but I really want one that is good for music. I listen to classical, classical rock, jazz and World Music for the most part.

I will be pairing it with bi-wired B&W CM4 speakers (center is a B&W CMC) and I use a Rotel RSX1055 receiver. (I know a lot of people here don't like B&W speakers or Rotel components, but please don't suggest that I upgrade this stuff first - I can't afford to and don't want to!)

Budget wise, I would prefer <$500, if possible - used is fine.
oakiris
Velodyne Digital Drive series. I have the DD-12 and find it so adaptable to the musice source and the best part is the 6 pre-set eq adjustments you set. So you can have one setting for movies and progress up to six incremental steps to tighter quicker bass. The servo has eight speed settings that you select for each preset and also with the included microphone and video output displaying the equalizer graph and a second video page where you set each level of adjustment. You really taylor the sub to your room enviroment. Check it out, I was sold on my first demo. But I was fortunate enough to have a one on one demo with the Velodyne reps.
Thank you all for your responses. I will check out all of the suggestions.

I forgot to check last night to see which Velodyne sub I have - I bought it at Circuit City so, not to stereotype a big box store or anything, I am assuming it wasn't hi-fi quality.

Then again, perhaps Newbee and others are right - I am expecting a great sonic difference when using the subwoofer, but there really shouldn't be one as the sub should just blend in with the system.
I finally checked my current subwoofer to see what it is. It's a Velodyne CHT-8. Now you know why I want to replace it!!
a really good way to check out a sub... take the soundtrack to "mission impossible" with and without sub, a bad sub will obviously not blend seamlessly, whereas something like a Rel Stentor will make you sell firstborn to own.