Bypassing sub output

I read that it is better to run the main speaker output through a Xover then to a sub instead of using the amps subwoofer jack. Is there anything to this?
Assuming you're talking about your HK stereo receiver that produces a full range signal on its subwoofer output, then realize that you need a low pass filter somewhere before that signal gets to the subwoofer driver. You don't want the subwoofer driver trying to produce 500Hz signals. Whether that filter is built into the sub or in a separate device it doesn't really matter. The same quality can be had either way.

When you say crossover, are you talking about 2-channel bass management so that both a low pass filter for the sub and a high pass filter for the main speakers are provided? If so, again, it doesn't really matter if that dividing network is in the subwoofer or a separate device.

If you are trying to ask if it's better to high pass the main speakers or not, then that depends on whether or not the main speakers are truly full range. If you have stand mount speakers, then I'd say yes you're better off high passing them. If you have smallish floorstanding speakers with 6.5" drivers, then yes high pass them. With larger drivers, I'd say experiment.

I will add that in general it stands to reason that a separate $350 bass management device will likely be of a higher quality than that built into a $700 subwoofer.

If your sub does not provide bass management, then you'll need to buy a separate device. I can recommend NHT X2 filter. FWIW, I'll be selling my M&K BMC Mini (5.1 bmc) in the next couple of weeks. Paradigm makes a BMC called the X-30 and Hsu Research makes both a BMC and a separate high pass filter.