Adding a sub woofer?

Running a Planar 6 to Icon Audio Ps1 Mk2 to Quicksilver Mid Monos into Klipsch RP8000F speakers. Want more low end, thinking of adding a sub. The mono blocks don't have a dedicated sub output so I was thinking about something like a PSB 250 which has both pre amp and speaker level inputs with speaker level outputs. A couple of questions.

What are the pros and cons of using the sub's preamp level inputs vs the speaker level inputs in this application?

And more importantly, right now my setup is pretty much tube analogue the whole way (and aside from the soft low end, I absolutely love the overall sound) - but does an inline sub like this do any processing, will it color the mids and highs in some way or is it just a clean pass-through in terms of sending the signal along to the speakers? 

Thanks for sharing your thoughts. 
Ryan