Subwoofer How To?

I have a modest HT setup, a 3 channel rig consisting of a pair of Acoustic Energy Aegis Ones, a B&W CC2 center channel and a Pioneer Elite HT receiver. This is completely separate from my two channel audio rig. I want to incorporate a modest, used (inexpensive) subwoofer into my system for low level effects. I've never owned a subwoofer and have some questions about how to hook one into my system.

My receiver has a sub-out line. When looking at pictures of subs for sale on A'gon and elsewhere I see that most subs have speaker outputs on them. Do I run a line out to a sub, and then hook the L, R and/or center speaker into the subwoofer? I always assumed that the sub connected via the sub-out line, and that the rest of the speakers remained connected to the receiver. Here's an example of what I'm talking about:

So how do you correctly connect a subwoofer to your HT receiver??
It depends on the sub you buy,some have rca in,some have speaker in,some have both.If the one you buy has rca in that's what I would use with the sub out from your reciever,but hey, that's just me.You will probably get recommendations on both.You have to make the final decision for yourself.See what the manufacturer recommends in the manual.Good luck.
OP is right. Use the sub output connected to the LFE input and use the bass management/crossovers in the Pioneer. The speaker connections are for backwards compatibility with older equipment.