Are you going for a sub with a built in amp? If not you'll need a seperate amp to make it worth your while that and general consensus is seperate sounds better if you can sacrifice the space.
Generally you'd hook a sub up to a rca - out on the head unit but you can get low line converters that piggy back your standard head units outputs.
It'll depend how you are wiring it as to what you need, For example mine is wired so the front 2 channels and RCA from the stereo go to a 4 channel amp and the rear 2 channels run the rear speakers directly off the head unit as filler. You can't really hear the rears anyway as the fronts have high end component speakers, the front doors are rewired with high grade shielded wire and there is a 440w monoblock amp in the boot feeding them and an 8 inch sub in a sealed box.
Also in picking subs smaller gives faster response and a cleaner, more punchy bass, bigger goes lower and louder.