walterw said:run everything through it and your speakers will all just get the part of the music spectrum they're meant to handle.
Unfortunately, running everything to your subs can have nasty side effects if the band has any members who don't know their sonic place.
In heavy guitar bands, the low wub of distorted chugs can extend down into the 50Hz range, especially in drop-tuned music. That will destroy the clarity and headroom in your subs.
If you feed your subs from a post-fader aux send, however, you won't have that problem. Or, alternatively, you can use the pan controls. Send L out to one side of your crossover to feed your mains. Send R to the other side of the crossover, to feed your subs. This gives you complete control of exactly what goes to your subs, without eating an aux. Just pan any low frequency instruments right until you get the blend you want. Works like a charm.
When I do sound, that's the way I roll.