Best subwoofer hookup?

What's the best sounding way of hooking up a subwoofer?
Going direct from the sub output of the pre-pro.(movies)
Using pre outs to an amp first. (music)
Using the speaker level inputs and outputs on the sub.
I have a Velodyne HGS 15 if that makes a difference.
I don't know the Velodyne hook-ups. The subs I have allow pre-out and speaker level. Pre-out always seems to be the cleanest sounding and allows the best control.
Thanks Dannylw, I am using the pre-outs now, and it sounds good on music. I haven't tried the speaker level yet, because I don't have an extra set of matching speaker wires.