does your system "warm up" and then sound better?

I think Mechans meant its not a good idea to leave tube gear on 24/7. I have to agree. Tube gear, just like solid state, usually benefits from some warm up time before listening.

To the OP; leave everything on that you can. If you leave your CD player and preamp on all the time, you should notice a nice difference. I have a CD player that takes several days to sound right after its been powered off.

Timrhu brings up a good point.

"I turn my equipment on a few minutes before listening and turn it off when I'm finished. The cdp stays warm to the touch in standby so I don't think it needs any warm up time. The amp warms up in 10 minutes or so."

A lot of equipment goes into standby mode when you hit the power button and not turn off completely. Its like a best of both world approach. Some parts stay on and some shut off completely. My Ayre amps do this.