I use a pair of M-Audio SP5B's and BX8 sub, and I find the combo just fine for monitoring. The wave lengths below 180hz are so long that the bass is not really directional, so it isn't really affected by panning. The SP5B's are actually pretty good entry-level monitors, but their bass response sucks. Also the bass port was put in the back, precisely because they were intended to work with a powered sub. And no, you don't need special XLR cables. The outs on the sub are male XLR's and the ins on the mains are female XLR's. It's just a matter of playng around with the settings until you have the relative gain of the sub and the mains and the crossover frequency correct.
Also, with a powered sub, turning it off and on is not possible, because it kills all output to the mains. And the relative volume of the bass and mid/high frequencies *will* be affected by adjusting the gain controls on the sub and the mains. Once you get the settings right, using recordings you know damn well, don't mess with them. If the bass sounds weak on the monitors, you *don't* fix it by turning up the sub.-Richie