I have found the same thing with Rotel gear in the past. I always detect a bit too much grain and harshness... I hear it's better with the newest series, but perhaps not enough.
Anyway, they sound quite nice! A sub will add incredibly to the cost, as it's very costly to get a great sub for music. REL makes some great ones, but even a great sub isn't guaranteed to integrate with every set of speaks. It's fairly hard to do well...
Soundstage depth is incredibly addictive to me!! I have really setup my rig to do well with that. Very important for us live music fans
Seriously, check out the Thiel's. No sub needed. Thiel's new sub does add a bit on the bottom, but not nearly enough to justify the, what, $5k pricetag of the sub? Those Thiel's pack seriously taut extended bass.. IMO they would erase your worries about needing a sub, and turn out cheaper for it.
If my wife would let me buy the Thiel's, I would. I think they're a STEAL in the black finish ($3400, IIRC). They are more laid back than my N805's, a different presentation, but thoroughly enjoyable. The first pair of speaks (other than the N801's and Wilson Watt/Puppy 7's) that have made me want to switch from my N805's.. My wife is a committed B&W fan, though, the only other speakers coming through the door would be another pair of Nautilii...