I really think it depends on the main speakers you're using and what your aim is in using crossovers.
In my home theater using the processor's crossover does wonders. The active network seamlessly blends my NHT satellites and sub creating a very coherent movie experience.
However, in my 2 channel rig I've found using any kind of crossover destroys the beautiful midrange of my ProAcs. Upper and to some extent midbass contribute to the way we perceive overall midrange, and the midrange of the ProAcs suffers greatly even if I set the crossover to 35Hz. The associated equipment I've chosen enhances that midrange and any attempt to place a filter before the ProAcs recesses the midrange and compresses the sound.
However, if a more balanced, neutral sound is your goal, use of a high pass filter could depending on the speaker and intent be very beneficial.
Like Dlanselm, after trying to integrate monitors [in my case ProAcs] with a sub I have since gone to using full range ProAcs without a sub.