For the best sound, run speaker cables from the amp to the sub and from the amp to the speakers.
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Even with a modest set up, you possibly can get the best sound if you run your cables this way:
Run speaker cables from the Classe to the powered sub. I firmly believe, proven through experience, that you should run a powered sub using the main driving amplifier's outputs. This preserves the basic sonic characteristics of the main amplifiers bass output, I.E., pitch, speed, etc..
(I got this from Robert Harley's book[s])
Unless you use effects, or room correction, external crossovers, etc., this seems to provide a smoother and more accurate transition with the sub woofer and main speakers.
I use a set of Martin Logan servo subs with a large set of Magnepan planars, and its no contest: The high level smokes the low level connections, providing a quicker, cleaner, smoother transition with the planar speakers.
I would then run a second set of speaker cables from the Classe to the main speakers. Its probably best to use speaker cables from the same manufacturer, if possible.
Mix and match will work too, I.E., silver for the monitors, thick copper for the sub........
This way you take the cheap crossover from the powered sub woofer out of the equation. Those cheap crossovers almost always degrade the sound.
BUT, this means you are running the mains full range, which is something you may not want to do.
A plus with your speakers is that they are from the same manufacturer, which usually means a nice transition from sub to mains.
I would try the set up both ways, but sonically, best sound will probably be had by running high level to the sub, and a second set of quality cables from the Classe to the main speakers.
Its always best to take the cheapo crossover out of the picture, sonically.
But again, its up to your ears, and cable costs may be a factor.
I've got a more modest setup, ProAc Response 1s's and an HSU sub and my experience is the same, using the speaker-level connection, amp to sub and amp to speakers, makes for a much easier integration of the sub into the overall sound than using the low-level connection.
HSU's recommendation is that the cabling from the amp to the high-level inputs on the sub is not particularly critical. I haven't tested any alternatives but am extremely happy with the sound using DH Labs Q-10 cable to the ProAcs and Canare StarQuad from the amp to the sub.