Hello Ziggy,
Direct connection using RCA interconnect to the Subwoofer Output jack on your receiver is a more electrically elegant way to do it and requires fewer cable runs between the receiver, the subwoofer, and your speakers. It also simplifies and centralizes bass management and control at your receiver.
Then again, if it's more convenient in your room setup to use speaker-level connections to the sub and then to the main speakers, try it out. As to sound quality, I've never done A/B listening comparisons of the two connection schemes, although from a theoretical viewpoint, if there are differences to be heard, I doubt you'd hear them on 5.1-channel program material; maybe on test signals.
In my own setups, I've always been satisfied with audio quality using the line-level RCA connection from a receiver to the sub.
Regards,
