If you have a front-firing sub or a dipole sub, you should definitely use spikes. And if your floor is carpeted, they should go through the carpet to the solid floor underneath. This is because the cabinet wants to move in the opposite direction of the woofer, and if it can, even a little, the bass will sound muddy.
If it's a down-firing sub and it's sitting on a solid floor (and assuming the unit is heavy which it probably is) the cabinet can't really go anywhere (at least in theory) so spikes are somewhat optional. In my opinion, down-firing subs don't give their best performance on carpeted floors, but if necessary, then use spikes that go through the carpet -- you don't want the cabinet bouncing up and down on the carpet+pad!
Some manufacturers, like Martin Logan in their Depth and Descent models, position multiple woofers in the cabinet so their combined reactive motions cancel out. Spikes optional.