My sub senses the audio and turns on/off by itself. I think that is a switchable feature (can't remember!) i.e. "On/Auto". Does your Klipsch have the same capability?
Be careful using switched outlets on your receiver so as not to exceed the wattage rating. Your sub might draw more. I would think a sub rated at 300 WRMS or less would be OK. Some receivers also have "12 volt trigger outputs" that can be used to switch aux. equipment. That would require some kind of relay however. Otherwise a switched cord or power strip is the answer, low tech but certainly effective...!
I have a LOT of equipment including everything in my HT configuration except my SACD player (and some dinosaurs like my turntable and R-R recorder) that have a "standby" mode and hence draw power 24/7. Each piece might be miniscule, but in aggregate they might be/probably are a considerable power waste while on standby. I currently pay 6.7 cents/kw-hr and don't have a lot of incentive to figure out the cost or find alternatives. But when my rate caps come off in about a year and local rates skyrocket, I'll be taking a serious look! I might put EVERYTHING on switchable power strips. And start using the switches on those surge suppressors currently in use...!