Best Subwoofer Connection

The sub has a crossover frequency knob that you will use to adjust the crossover point - that frequency at which all signals above it go to the power amp and all signals below go to the sub.  This is adjustible between 30Hz and 130Hz with 80Hz being a good starting point.  I would bet your setting will be much lower due to the good low freq response of those B&Ws and your taste for more bass.

The first option is to Run interconnects from the pre outs through the sub and back to the A300CR.  This uses the crossover in the sub and relieves the A300CR and B&W from low frequencies. You set the crossover to determine what the crossover freq will be.  Given what those B&Ws are capable of in low freq, you will have to adjust, listen, adjust, repeat.

The second option: Even if you decide to run a second output from the preamp and not use the hipass on the sub, running the amp and speakers full range,  you'll still have some crossover adjustment due to the overlap in frequency response between the B&Ws and the sub.   

@dbtom2  ... thanks, man! That's exactly what I wanted to know. I'm going to experiment ... now, at least I have a clue. Thanks, again.

Thanks to all who have commented and made suggestions. I now feel confident to proceed because of your assistance.

 The only time I found it necessary to use my subwoofers high pass filter was when my main power amp was not powerful enough to drive the main speakers. 

 Considering the many variables when adding a subwoofer system I would suggest you try both methods of connectivity as well as placement. 

Since my Primaluna integrated amp only has 1 pre-out for a sub, I run my Lawrence Violin speakers at full range. My speaker dealer suggested I set the cross-over at 45hz on my E-110. Besides the cross-over setting, it's important to set the phase on the E-110 also. I was told to invert the positive and negative connections on the main speakers so they are out of phase with the sub. Play some heavy bass music and adjust the phase on the E-110 until there is a null in the bass. Then reconnect the speakers to the correct terminals. The bass on my system became tight without any bloat.
I suggest you experiment and decide which way sounds best!