amplifier with volume control

many thanks to all.  I appreciate the advice regarding an active preamp, but for now I have decided to eliminate the active preamp - I have tried several and have found a direct connection better - but that does not mean I will not try one in the future.  The narrow question I have is if I use one source and no active preamp, whether a volume control built into the amp (or as 2 left ears puts it a "control amp") is better than running to a passive and then an additional interconnect to the amp. By better I guess I mean will a volume control at the amp be less likely to constrain dynamics the way my  passive preamp did.  

Many thanks. I'm going to try an amp with the volume control built in (my tech has an amp for sale with this).  This is a passive configuration and I would hope that, all things being equal, that having the attenuator built into the amp would be an improvement over a separate passive box with the additional interconnect.   After I try this I do intend, based on the comments in this thread, of auditioning an active preamp and comparing to the direct connection.  My only experience with active preamps is with an audible illusions and sonic frontiers anthem, neither of which impressed me - in other words I have never owned a high quality preamp.  There were several comments here that there are active preamps that maintain the transparency of a passive  while  of course adding dynamics. Which are they - I know the 2 I owned did not. Thanks again.