Merely buying a great subwoofer is no guarantee you'll wind up with great bass. There are too many ways to squander its performance potential. That's why putting in the extra effort to achieve proper subwoofer setup is crucial.
The No. 1 setup myth is: You can place a sub "anywhere" in the room. Well, of course you can, but chances are it won't sound very good.
The "anywhere" strategy might be an even more tempting option with wireless subs, which sometimes come with claims that they can be placed 60 feet from the speakers, but I guarantee if you do that with very small satellites the speakers will sound bass-shy, and the bass will obviously be tied to the sub, way over on the other side of the room. The perfect subwoofer setup makes little speakers sound bigger than they really are, and you won't hear the sub as a separate sound source.
The basis of the anywhere placement strategy is the fact that deep bass sounds are "omnidirectional" so it's difficult to pin down the exact location of a subwoofer producing deep (under 80Hz) bass notes. That's more or less true, but if you're using small speakers with 4-inch or smaller woofers, the sub will be generating higher than 80Hz bass, and you will hear the sub as a distinct sound source. Try to keep the sub within 4 or 5 feet of the left or right front speakers.
Which leads to my next bit of advice, don't put the subwoofer in a corner. Granted, there are significant advantages to corner placement, mainly that in a corner the sub will produce more bass, with lower distortion. The problem is that corner placement tends to make it harder to achieve the smoothest possible blend with small speakers. But with larger speakers the corner option is worth a try, if it's not too far from the front left or right speakers.
To judge the potential for improving the sound, move the sub 5 or more feet from wherever it is, and listen for the difference. If you like the sound, live with the new position for a few days, and then move it again. Try placing the sub closer to the center of the wall; that may result in smoother, more accurate bass response. Experiment and see for yourself.
If your receiver is equipped with an auto speaker calibration program such as Audyssey, run it every time you move the subwoofer to a new position in the room. In my experience auto setup systems only have a 50-50 chance of truly optimizing a subwoofer's sound. If you have the time and like to experiment, try using the receiver's manual speaker setup; you might get a much smoother sub/speaker blend, and better overall sound. If the manual setup sounds worse, run the auto setup calibration again.