For roughly $500 I built one of the best subs I (or anyone else who hears it) have heard. I just went Infinite Baffle and built a dual 18" line array. The woofers came from Mach 5 Audio and I bought a used Crest power amp for $200. I a big thick baffle and put it in a wall and BAM!... you have a beastly sub. Someday I'll add some EQ and work on flattening it out a bit, but from my test tones it is flat to well under 20Hz.
The best part is it is very musical, as in kick drums sound like kick drums and bass guitars like bass guitars. No muddiness or one note stuff. It can also get extremely loud, but I'm not really into SPL racing or that junk.
The problem is that it needs a suitable wall and you need to be willing to do a permanent construction, which means no mobility after it is installed. On the plus side, the thing just flat-out looks cool.

Good luck!