If I was running cables just for a sub (as your title implies), I'd go with RCA unless you're using a receiver that doesn't have a subwoofer output. That way, the receiver handles the bass management. Either way, be sure to run cables that are rated for in-wall use if your local building codes require it.
If you run speaker wire, be sure to run enough to support wires to and from the sub if you want the sub to handle the bass management, unless the speakers connected to the sub will be near it.