Well a lot depends on what you want to do and how you want to do it.
Assuming you want to sample and mangle your synths/drum machines (along with any plugin instruments, optionally routing them through your outboard analog gear) with the sampler, then get a patchbay, hook everything into it, and use it to switch between monitoring your sound source directly (thru your soundcard or mixer) and feeding it into your sampler.
Once the sampling and mangling is done (the ASR is a fantastic sampler for that - make sure you check out the transwave and crossfade looping functionality in addition to its deep modulation capabilities (including polyAT!)), and assuming that your DAW is the master sequencer, then its as simple as recording the audio output of the ASR (through your outboard again if you wish) into the DAW.
Patchbay man, its a samplist's best friend.