A music subwoofer is a different beast from a home-theater model, as you want punch and speed above pure bowel-shaking depth. Some (very expensive) subs can manage both tasks but most tend to be able to do only one well. Not surprisingly, the Sub is unable to make your trousers flap but does produce its share of punchiness.
Adding the subwoofer to a pair of Play:3 speakers did something unusual: it actually boosted the overall loudness of vocals, rather than simply the bass. Either there's a deliberate presence boost when the subwoofer is connected to give more of a "wow" effect or the speakers are freed to concentrate on the midrange instead. Regardless, if you have a stereo pair of Play 3s, they do sound better with the subwoofer connected than not.
I subjected the Sub to my favorite bass torture test, "Life" by The Beta Band, which consists of a descending synth bass riff that can highlight any irregularities in the bass response. Without the Sub connected, when the bass hit at the 2.33 mark it was all sorts of spiky with dropped notes at the very lowest end but exaggerated at the very top. I connected the Sub and the bassline cleaned up, all of the notes were of the same loudness, and the vocals were much clearer.
Even if you don't listen to dance or bass-heavy music, it has a similar effect on rock and even acoustic music: the bottom end becomes smoother and overall clarity improves.
However, if you have a system based on the Connect: Amp the effect may not be as profound. Connected to a pair of Intimus 4T towers there was more of a "suggestion" of bass, and turning the Sub off and on didn't have the same effect on the midrange as before. In addition, it didn't offer any volume control beyond the initial adjustment, which means that if you want to tweak it you have to go through setup again. While the $275-a-speaker system connected to the $499 Connect:Amp sounded much clearer than the pair of $299 Play:3s as a system, adding the subwoofer here isn't an upgrade I'd recommend. For the same $699 price, for example, you can get the amazing REL T-5, an exquisite-looking and sounding subwoofer from England.
If you're a die-hard Sonos fan and you feel like your Play:3 or Play:5 speakers aren't giving you the bass weight you want, then the Sub will have a tangible effect on your system. It will make the entire sound spectrum clearer and give your system the bass control you never had before. But one issue is that the Sub is almost too good to be partnered with the existing speakers. Could Sonos be planning a compatible stereo system to complement it?