The optimal connection is to use the RCA (Phono) "sub" or "woofer" line out found on home theater receivers and pre-amps. Some subwoofers offer High Level inputs (speaker wire connections), they are there for use with a receiver or pre-amp without a sub RCA connection. You don't need to use both and in most cases it's not recommended.
Just as receivers and pre-amplifiers are different across brands, subwoofer brands may be different as well. Every room may be unique in the way it supports or cancels low frequency information. The quantity of bass desired may differ for each listener. Additionally, hookups to the same amps or receivers and the same subwoofers can produce different results if "bass management" settings (speaker size selectors, etc.) or subwoofer settings are different. The best thing to do is to experiment until it sounds just right for your listening style.
In some rare cases, you may find an RCA connector marked LFE (Low Frequency Effects) on a receiver or pre-amp; hooking up the "LFE" jacks usually only sends bass special effects of a 5.1- encoded movie to the subwoofer. In that case, when music is played on a two-channel source (for example, a CD), the subwoofer may not receive any signal at all. That situation would call for a hookup of both the "LFE" jacks and the speaker terminal jacks to a subwoofer, in order for the sub to produce bass with all sources. You would need to set the main speakers to "large" in the receiver or pre-amp set-up menu. If you have both LFE and sub out connections on a receiver or preamp, your best choice would be to use the ‘sub out’ connector, because the LFE signal may still be mixed in with the sub channel.
Be sure to check the owner’s manual that came with the subwoofer about connecting to both LFE in and speaker wire inputs. With some older subwoofers, this was listed as "optional" and it's fine to connect to both; however with most subs today, this is not recommended, as it may damage the sub electronics. So double-check the manual or contact our tech support department to clarify any questions regarding Klipsch subs.
In the end, it comes down to what sounds best to you, given your equipment and your individual tastes. It takes some time and experimentation, but when you have listened to all your options, you’ll know which one is best for you.