I think a passive crossover (as you're thinking) could introduce phase issues between your mains (assuming your speakers also have passive crossovers in them) and sub, which I believe is the primary reason people use active crossovers. Active crossovers allow for tons of adjustments and, I believe, more precision. Pass Labs, Bryston, and Marchand make highly regarded active crossovers. They are also expensive (especially the Pass Labs). Yes, these don't seem as simple as a passive crossover, but in the end I think it is the lesser of 2 "evils."
Hopefully someone else will chime in here. I've actually looked into the same sort of thing myself. I've been thinking of making my main speakers roll off sooner (so I don't need as much power going to them to produce bass) and blending an active subwoofer with them. This way I can possibly play around with some of the really nice, lower powered, amps out there without necessarily needing to buy a set of "high efficiency" speakers. A nice active crossover also opens the doors to building simple speaker systems and dialing in the driver crossover points and roll-off characteristics to your needs.
