You can set the gain on the amp with whatever sub setting you want. It really doesn't make a difference (as long as the signal being sent to the amp is not clipped). You have more range if you set the gain with the subwoofer volume up, as you can attenuate it down as much as you need to. For instance my kenwood clips at 33/35 with
+13 subwoofer setting. If you bump it to +15 (max) it clips at 29/35. I can choose to set the gain at either point, knowing exactly where I cannot go past either way.
I should say this is also h/u dependent. If your subwoofer volume control boosts certain frequencies, it is best left at 0.