
Best practice is to wire the amp direct to the main speakers, and the amp direct to the sub's speaker-level input.
This way you avoid adding the the sub's binding post connections to the main speaker's signal path, and you also reduce the speaker cable length from amp to the main speakers. Fewer temporary connections and shorter cable length both reduce the electrical resistance, which increases the amplifier's electrical damping (cone control) of the main speakers, and thus improves tonal detail and bass impact.
The sub amp is a high impedance load wired in parallel with the speaker level inputs via resistor network to step the signal voltage down from speaker level to line level, so the sub load will have a minute effect on current draw from the amp, so it's safe to run them in parallel on your amp.