Setting gains best with or without a load?
 

When setting my gains for my subs, is it best to set them with the subs connected? (Presenting a load to the amp) or unplugging them?

Unhook them. Impedence is going to be wonky no matter how you do it so just use a nominal impedence for your calculations and hope for the best. For all the exactness that people think they get from a DMM, it's really still a crapshoot at best.