As far as I know, direct into the mixer (along with a mic on the bass, to get the sound of your fingers) works good.
But I read where all the pros use a DI box for recording and in live situations to cure phase distortion and give you "presence", blah blah blah. I wonder if it's all a way to spend another $1K or if it really makes a difference to our ears. You have to admit that the sound a pro gets doesn't just come from playing well, a lot of money went into that signal chain.