Has anyone added a sub to their car with the factory radio system? I'm considering doing this and one possibility I was looking at was a powered Bazooka tube. Something clean and not too big. I'm not looking to custom build a cabinet in the trunk, I just think the car is lacking a little bass...

Do you have have the HiFi Pro in your F10?

You will need a line-output-converter to take the speaker level output from the factory amplifier and convert to a line level signal. Then you'll need an aftermarket amplifier to run the subwoofer or bazooka tube. Personally, I would suggest a subwoofer over anything by Bazooka.

Why would you need a line level signal? Sorry, I hear so many different combos of doing this.... confusing it is,

check this link out: http://www.bavariansoundwerks.com/pr..._Sedan_04_.pdf

In order to add a subwoofer to the factory system, you must have a way to tap into the audio signal of the factory system.
The factory radio does not offer a preamp output, so the only option is to use the speaker level output from the factory amplifier.
To use that, you must have a device called a Line Output Converter. This device takes the speaker level output from the factory amp, and converts it to a preamp level output which you can then use with an aftermarket amplifier to drive a subwoofer.