If you have the option is it better to use an RCA or speaker level connection to an amplified sub?

Why?
How much difference does it make?

I doubt you could honestly hear much difference. I have just connected up the left-over HiFi in my cellar work room using an amp without a sub-out connection, i.e, I had to use speaker level connections. It sounds fine. However, RCA (phono) connections are very safe and so easy to connect

Tapping into a speaker output is always open to getting it wrong and it coming apart at sometime in the future. If I have the choice, it is always RCA.

RCA!

Each time every time. Just watch out for the output voltage on the amp and the HU Best to have an amp that at least matches the voltage out from the HU to avoid distortion. A higher voltage RCA will produce cleaner sound, as long as the voltage is not too high for the amp.