Same here. The sub's on all the time. I rely on alternate speakers and headphones to hear what it sounds like without that low end help.
But it took me awhile to get the sub placed and adjusted right. There is a natural tendency to turn it up too loud. I'd recommend recording a stepped or swept sine wave series to check levels and, more important, to identify your worst low-frequency room modes. The sub is going to excite problem frequencies that might not have been noticeable before.
Another tip:
where you put the sub relative to the mix position is very important. As you're experimenting with different locations, keep in mind that it doesn't have to be directly on the floor and it doesn't have to be midway between your main speakers.
Depending on the type of floor (e.g. hollow space beneath vs. solid concrete) it can benefit you to raise the speaker off the floor and/or add some vibration dampeners underneath it.
Moving it off-center can help by changing the resonant peaks such that they're not reinforcing harmonics from your mains. For example, I have a 70 Hz resonance in my room, which means it's also problematic for multiples of 70 Hz (140, 210, 280 Hz, etc.), which my mains contribute to. Moving the sub to one side I found a spot where 70 Hz is not peaking at the mix position, so even though the mains are still resonating at least they're not conspiring with the sub to make it worse.
Set your crossover as low as possible. Figure out where your mains start to wimp out and set the crossover just above that and no higher. You might think that setting the crossover higher will help by taking some load off the mains, but in practice it's not going to be as smooth that way. My main speakers' -3dB point is about 50 Hz, so my crossover is set to about 55 Hz. Originally I had it up around 70 Hz but heard an immediate improvement after lowering it.
As with any new speakers, listening to commercial music and training your ears is the best preparation. It's a tough assignment: kick back and listen to your favorite tunes through your new setup, for as long as possible. After a hundred hours or so, all the technical stuff won't matter because your brain will just know what it's supposed to sound like.