The 3.5mm jack on the CPU is for headphones but as you know can be hooked to other "stuff". if hooking to a powered sub you should have a cross over. And of course it's always "beware of potential issues" even though there probably wont be any.

try buying a $15 pair of headphones at Monoprice.com with an extension cable. You wont need a subwoofer and you'll hear sounds you can't hear when using the built in speakers (and sub).

Also, Pinovators has the Spike system unit for $90 right now. Has a built in sub out and puts the headphone jack right up front.

Again, if you haven't played with headphones, try it. Use the Spike built in 3.5mm jack first. If you like it get the Pinovators unit.