I think the answer depends on the type of speaker system that we are speaking about. Sometimes if the sub is matched to the particular pair of front speakers, the LFE crosssover may not sound as good as a direct connection. I have a pair of Genelec 1029A front channels along with a matched 1091A sub. When connected to the LFE out, there was a definite problem. I reconnected and fronts thru the sub, set the receivers control panel for LFE to "Large" and "No Subwoofer" and
it sounds great. The Genelecs are all pre-amp level, however. Use your ears! Good luck!