I think Emil hit the nail on the head. Using the line out will feed the sub a signal with the sonic signature of the preamp whereas using speaker level inputs will have the sonic flavor of the power amp.
Which is right, that's easy, neither.
I don't think there is any right answer, only what is right for you, with your combination of gear in your listening room.
If your amp and pre have similar characteristics, it's probably a toss up us whichever input is easier.
If you have a SS Pre and tube amp you might want to think about using the line outs to take advantage of the faster and tighter SS bass.
But all of these are just guesses, the only way to know for sure is to try both ways and see which one you prefer. (Hopefully you have some spare cables or some local audio pals that can hook you up with some loaner stuff so you can try without committing funds to the one you choose not to use. Or maybe just buy the cables from an online dealer like Audio Advisor that allows you a thirty day return period so you can send back whichever ones you decide not to use.
But in all likelihood the differences between the two inputs will not be that great and in fact will be far less that the differences you will get from your choice of where in the room you place the sub. I have found over the years that subs involve a lot of plain old trial and error.