My first sub was a KLH. Basically it's bottom of the barrel as subs go. There are two schools of thought on the matter. Some say that it's better to go without a sub than get a crappy sub because crappy subs can be so bad it's not worth it when you can sock away the money toward a quality sub starting at $500. The other school of thought is it would be better than nothing. I lean toward the "crappy sub is better than nothing" and it will help you really appreciate a good sub when you can finally get your hands on one.
Good idea; I don't think the KLH will offer any improvement over what you have. Save your money, look around. SVS and Hsu are popular online retailer/manufacturers of subs. You can get something decent from them for around $500. If you need a sealed sub, look into Velodyne, Deftech, anad B&W. Of course, this is certainly not an exhaustive list.
If you don't want to put them together, they also have pre-assembled kits for a little more. And if you really like to put things together, you could pick out drivers & amps and save more by building your own boxes.
WARNING! - The Surgeon General has determined that, time spent listening to music is not deducted from one's lifespan.