Sorry guys there’s a bit of confusing advice here…
The Analog Rytm outputs LINE level signals.
This is not the same as INSTRUMENT level and certainly not the same as MICROPHONE level!
To record the Rytm you need a balanced Line level cable.
If your audio interface has Line inputs via 1/4’’ connectors then you need a Balanced 1/4’’ cable (balanced means that the 1/4’’ cable is a TRS or “Stereo”).
If your interface has an XLR Line input then you need to have an XLR on one end… it’s still just a balanced cable.
INSTRUMENT output level is considerably lower than line level. Instrument level is what comes out of electric guitars, basses etc.
The Rytm doesn’t output instrument level. Instrument level also differ in Impedance from Line level, therefore, connecting the Rytm to an “Instrument” input is not a good choice.
There’s really no reason to use a preamp here unless you want to add (even more) coloration to the sound.
If you want to use a preamp in your chain, you have to realize that a preamp’s input handles MICROPHONE levels.
In order to use it properly with a LINE level device like the RYTM, you need to first attenuate the output to mic level.
This is what DI boxes do.
What you do then is connect the Rytm to a DI (1/4’’ - XLR) and then connect the output of the DI to your preamp. then you can raise the gain on your preamp to get a proper recording level.
Now to answer your original question 
The best way to record requires a good interface with good AD converters. It also requires good cables. Cables make a difference!
I only use StarQuad cables (4 conductor cable). The two main companies that manufacture 4 conductor cables are either Mogami or Canare. Both are considered the industry standard for high-end cable.
They are more expensive than your regular store bought cable, but if you learn to solder it’s cheaper than the cheapest store bought cable…
If you hear a difference between the headphone out and the soundcard out, there are several factors to consider:
[ul]
[li]Too long of a signal path[/li]
[li]Mediocre cables[/li]
[li]Sample rate/Bit depth of the recorded signal?[/li]
[li]Mediocre sound card…[/li]
[/ul]
Hope this helps.
Eitan