@Johnnyb151,
You more than likely will want to run conduit. It's cheap enough. Depending on the amperage of your sub panel, assuming it's more than 30amps. You will need to run at least 6-8AWG. Most definately if you want it to be up to code should you desire to sell your home one day. In which case there are many things you need to look into. Size of pipe, size of wire, how many amps for your sub panel, available amps in your main panel, running pipe in the simplest run to your sub panel location, strapping your pipe, bending your pipe properly, reaming your pipe properly, using the right couplers and connectors, pulling your wire. It's a hefty undertaking and I suggest doing a lot of research before hand