Back in the days before the Octatrack and the first generation “trinity”, a popular setup was the Machinedrum and Monomachine combo. There are many ways to connect the machines, e.g. either one could be MIDI master, audio could be routed from either unit into the other, or an external mixer could be used, etc. Does anyone remember if there was a common way to do it, that gives the most benefit and least hassle, or did everyone just experiment and end up with their own personal way?
Pretty much this. You can make separate decisions about audio and MIDI routing. The main thing to think about for MIDI is whether you have a particular need to sequence one unit from the other, although I believe that most people would sync the two sequencers.
You can store the configurations of each machine in their Global slots for quick recall if you want to try out different combinations.
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There’s not really a reason to use the exact same MD & MM setup as the majority of people used back in the days.
For example, small mixers have gotten a lost cheaper and a lot better the last few years while on the higher-end we now have very nice multichannel DJ mixers with all kind of nice features.
Of course you can still go without a mixer and route one box into the other, but since both the MD as well as the MM have a lot of individual outputs, it can also be a lot of fun to grab a compact multichannel mixer and some effects (even the Behringer ones sound great these days).
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as peter says, it’s a personal choice, as there’s lots to consider here. for midi questions alone, making md the master means you could, for example, use ctr machines to make live-tweaking the mnm easier, while with mnm master you could send arps to the md, giving you a way to break out of the main sequencer’s timing limitations.
i’ve read that certain elektrons have slightly better midi clock than others. ymmv here. for me the most practical thing to consider is whether i’ve got delay-based effects where the parameters are near max … the delay won’t sound as good on a slave unit if it’s receiving jittery clock.
another thing to experiment with is the sound of each instrument through the other. perhaps you want to mess with parameters in the md’s three types of input machines, or process your beats with one or more mnm fx machines, perhaps using a bus system arrangement.
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Best way is to rig them both up
Mm into md audio inputs
Md back out into an mm input
Mm midi out to md
Md midi out to the in
Midi Trig each other and muck about for some wild sequencer stuff
There’s obviously some feedback issues, audio wise. So do some muting, keep the volume in check.
Have fun and experiment
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I would advise first to get to know each machine.
Once you’re familiar with each of them and develop a particular workflow, maybe even while playing both of them in the same time, you’ll come naturally to ideas of experimentations.
I would do as @Orwell said.
MD: AB outs for main, CD for bass drums, EF to MM
MM: AB main outs, CD for FX, EF towards MD (for sampling)
And a mixer to rule them all 
Thanks for the replies! Good to know there’s no “right” way to miss. Cross-connecting sounds really interesting though. @LyingDalai any particular reason to have bass drums on separate outputs? EQ on the mixer? Compression?
I find it way easier to treat separately the low frequencies from the rest.
Another nice thing is to also separate kick and other bass sounds, so that they don’t melt.
My own setup right now makes it possible to send any MM track to external FX such as Space (I use EF pair for this) and with my mixer Aux I can sample with OT and burn the sound in Heat 
Note that I’m far from being a professional and don’t have the large mixer to do this 100% of the time, unfortunately. A good mixer with many ins (QuPac ?) is on my wishlist.
And most of all, best setup obviously depends of the kind of music you’re playing.
No need to have a special treatment for kicks in ambient 
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Yes. And damn, those silver boxes are sexy aren’t they?
These were my first Elektrons (just in the past 18 months). Before I got the 
, I just used one of those little Behringer “5 channel” mixers (really 1 mono and 2 stereo channels - perfect for a setup like this). Machinedrum as MIDI master clock.