Wattage loss?

Sounds like you verified the speaker wire polarity correctly so that shouldn't be a problem.

The system's volume is independent of whether or not the subwoofer preouts are hooked up, since they are unamplified outputs anyways.  Therefore, if you unhook the sub from the head unit (via the low-level RCAs going to the sub amp), the rest of the stereo system is not going to get any louder.

Depending on the quality of the filters you used, they may be altering the impedence on the amplifier; most likely they're causing an overall increase in the impedence, and thus the speakers as well as the capacitors are offering more resistance to the amplifier.  Therefore, the amp will put out less power.

Sometimes this can be rectified by ensuring you are using the proper crossovers and are using good quality components, but other times this is simply just a reality of using them.  Short of switching to external 4-channel amps and active crossovers, there's not a whole lot you can do.  This is why a lot of people like having the many built-in crossovers in many head units available today, cuz they let you apply cut-offs to speakers in your system without sacrificing sound quality or power output.