Man, you sure change your mind a lot!
I have a pair of super zeros that I don't use anymore (sitting in a closet). They are terrible without a sub, and just ok with one. Very directional, and cold. Speaker placement is extremely important.
In my opinion, the pioneers are a lot better - much more musical. The super zeros are much smaller, and they are heavy little suckers. They have a nice glossy finish. But sound wise, I'm far far more impressed with the BS-41s in every respect. Anyway, I hope they work out for you. Lots of people thought highly of the super zeros with a sub. You may have gotten the newer version, which I have not heard. Without a sub, the super zeros will sound very tinny. There is no bass at all - ZERO.
If you hook up a sub through your line outs, it will certainly be sub-optimal (like idiotic). You need to control the volume of the speakers and the sub, and better yet control the crossover with proper bass management. Using the high level speaker outputs into a sub with high-level inputs/outputs will work, but it completely ruins the sound. You really want to use the low level inputs and outputs. At a minimum, you need pre-amp out, into the RCA inputs of the sub, and use the Sub's RCA outputs into the amp and out to the speakers. Normally, that means separate pre and amp. You also need a sub with RCA ins and outs - many subs are made to work with a surround sound receiver and not with 2 channel equipment. If you have an integrated amp without a sub output or at least variable output it will never be right. I've seen people use the headphone output, but that is amplified and not good to use. These 2 channel Class D amps just don't work right with subs. They are great for two channel audio, but you either need expensive separates or a receiver with bass management to connect a sub properly.
Edited by classicalguy - 11/15/12 at 6:39pm