I believe the answer depends much upon your subwoofer, namely the connections available on the crossover. Through experiment I have found that I like my sub (B&W 800) to be connected using the RCA inputs, and not using the speaker terminals. 2nd best I prefer using the speaker inputs separately from my main speakers. 3rd (last) I hook them up in series, amp-sub-main speakers using the crossover on the sub.
I am lucky in that my CD player (Shanling T100) has 2 separate RCA outputs, one tube, 1 Solid State, and I send the tube output direct to my Stratos and the SS directly to the sub. Works well for me.
Many people have said that using the crossover in the sub to cut out the really low frequencies helps some speakers...I think that it probably helps their amps more (not enough power), letting each speaker do what it really was designed to do.
Try each every way that you can, and let your ears be the judge!
Cheers, and Happy Easter!
Kevin