I added the Tannoy HTS sub to go with my Mercury V4 speakers. They seem to match well. It's up to you what your budget is. I picked up the HTS for half price, very good sounding sub. It will shake the room with movies, but it's also fast and tight with music.
You can integrate them by ear, if you use music that you are very familiar with and know how it's supposed to sound. It can take days to get it absolutely right and stop fiddling with the dials, so patience is a must. You should have some knowledge of what frequencies are tapering off in your listening position to set the crossover frequency on the sub. Test tones are a good way of balancing everything out.
The key things to remember are that you shouldn't be able to hear the sub directly, it should sound like your speakers are producing the extra depth. Corners boost the bass of a sub just like they do with speakers, so choose the position with care.
The best connection method is via RCA connections as long as your amp has a dedicated sub output.