denon dnx500 subwoofer out

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I too, go straight into the subs and into the mains (EV Eliminators).
 
I would also check and see if the crossover frequency cancels the selected frequency from the main output. If it does that helps things out, if it doesn't I would get an external crossover (ie. DBX 223XL or 234XL) that way you'll really get the most out of your system. The mid and high amp(s) will not struggle to reproduce the low frequencies which will drive them into clipping for no reason at all.

Trust me once you set up a bi or tri amp system properly you'll be amazed how great it sounds ;).
 
We've never used it.

The sub out patch is there for use primarily with active speaker systems. Patch it to your active sub input and there you are. You'll still need to filter the low frequencies from your mains, though.

With passive speaker systems, the mixer sub out could be patched to the amp that's used for your sub(s) but I don't suggest doing this. Doc is right ~ passive systems should be bi- or tri-amped with an electronic or active crossover. You'll have much better control over your sound.