Congrats on your new speakers and don't forget to post how you like them after some burning in! ^_^
So I got everything setup like two and half weeks ago and just left them at the default settings for the subwoofer and speakers, except I put the subwoofer at 180 phase. The speakers had to be placed on a bookshelf thing that sits on my desk, which meant they were above my head. Anyway, I left it that way for about two weeks to just enjoy having speakers at all and to get a feel for the sonic feel of the setup.
Then I few days ago I started reading on subwoofer setup and discovered that the subwoofer manual had specified to leave the crossover at the highest frequency because it was assuming I would be using a digital receiver if I was only using one input. This explained why it seemed like my subwoofer was kicking in at a lot higher frequency than I thought it should have been. After doing some tone testing to make sure the Edirols actually dropped off at 70Hz, I set the sub crossover to be about 75-78Hz. I can't really tell where I have it exactly since it placed on the floor fairly close to a wall, but it's hopefully somewhere around there. That massively improved the sound of the setup and now I was getting great tight low-end extension with the speakers taking care of the rest.
Throughout this time, I had noticed all the songs I played through the speakers sounded different than what I had been used to hearing with my headphones, but I assumed that it was because of the subwoofer and the placement of the speakers above my head. Then last night, I discovered the "How to Equalize your headphones" tutorial over on Head-Fi and man, my ATH-A500s had a big spike in the frequency response from 4-5.8KHz. After EQing out the spikes, my headphones sound much more like my speakers. So yea, definitely appreciate my speakers now because otherwise, I would have never noticed. And like the tutorial said, I can't believe I've been listening to my headphones like that for two years.