It is possible, regardless of where you set your crossover, that you will have 'holes'. It all depends on how low frequency sound interacts with your room.
The advantage of directing the low stuff to your sub is that you have more flexibility in placement with the sub. There is a limited area where you can place your mains for them to form a proper soundstage at higher frequencies.
Its probably a good idea to experiment to see what sounds best in your room. There is at least one person on this board that has posted that they get better bass with both the mains and the sub producing the low stuff.
