...I run main speakers full range and set the sub crossover to 40hz. Connection goes from amp high level output to speakers then to sub high level input. This way you pick up the same characteristic tonality and dynamics of the amp.
This is how my sub is set up also....the sub's low pass set at the lowest possible setting, and just enough gain to be barely audible on bass heavy passages. I don't "feature" the sub. Every room and situation is unique, so YMMV, but my main speakers go pretty low, and I just use to sub to help augment the output of the bottom octave or so in a large room. I also prefer not to run the mains through the sub’s high pass filter.