While I believe that the Purities absolutely must be paired with a subwoofer to get your money out of them (they can sound pretty fantastic with a subwoofer, but imo sound flat without it), I don't have any strong opinion about what subwoofer to use. I got a Depth i to go with them, and it did the job, but it didn't work as well as I would have liked for the money. Some have suggested to me that my Depth i may not work as well as it's supposed to, but I've never heard another one so I can't say for sure.
Basically, get a subwoofer, but feel free to get any kind you want. I wouldn't blame you if you wanted to stick with ML, but I've heard a few systems with ML loudspeakers and subwoofers from different brands (albeit high end ones), and those sound at least as good as the systems I've heard with ML subwoofers.