AFAIK, there are 2 ways to make search engines aware of a sitemap's location:
Include an absolute link to it in robots.txt
Submit it to them directly. The relevant URLs are:
http://www.google.com/webmasters/tools/ping?sitemap=SITEMAP_URL
http://www.bing.com/webmaster/ping.aspx?sitemap=SITEMAP_URL
Where SITEMAP_URL is the absolute URL of the sitemap. Currently, I do both. Regarding (2), I have a job that runs automatically every day which submits the sitemap to Bing and Google. I don't think there's any reason to do (1) and (2), but I'm paranoid, so I do.
I imagine you can avoid both (1) and (2) if you just make your sitemap accessible at a conventional URL (like robots.txt). What's the simplest and most reliable way to ensure that search engines can find your sitemap?