digital front ends w/ preamp capabilities?

As comments above, there are various kinds of what you are looking for. Some have "digital volume" about which some believe is not too great (volume decreases -> bits are dropped -> less resolution, etc.). Some have just a potentiometer to attenuate the analog output level (like having a passive pre after the CDP). Some have (relatively) serious pre-amp section on board (some even accepts "analog" inputs so that it REALLY works as a pre-amp).
Cost varies, and sound may vary. Of course, your mileage may vary, as well. Ken

There are probably many threads on this. There is no best way. Some of the CDPs with volumes work very well and you hae to step up to a really good preamp to make it worth the expense. If you don;t have the funds to get a good preamp, using a CDP direct can get you most of the way there. Each component has its own sonic signature so you need to experiment to see what better goes with your taste.

I have found that running direct offers more details but it can loose some of the soul of the music. The Wadia 861 was pretty close running either way when I tried it. The Opus 21 worked better through the preamp but not by much.

Happy Listening.

Suggest you search the forum for your answer. A recent thread was entitled: "cd players with volume".

While opinions vary on either side of this question, the consensus of what I've read, seems to favor an excellent pre between CD, and amp; however, anything thing less than an outstanding pre, may favor the direct approach.

For several years, I've been running Wadia's direct. However, I getting ready to test this configuration when a pre I have ordered arrives (I'm going to re-start spinning vinyl after a long hiatus). So, I will be finding out for myself in the next few months.