How important is the preamp?

In your situation, it might be pretty important. You have to ultimately make that decision for yourself.

If you want the amp, buy it, use what you have for preamp. When you get a decent, dedicated preamp it will be a killer upgrade.

Completely agree with Muzikat... Do you own the Classe or are you just trying it? If you are trying it, you could probably find a quality integrated for the same pricepoint.
When you get a better control piece than the old Marantz, your world will open up.

Agreed. You can found decent preamps for a reasonable price.

Get an ARC,CJ, preamp for 7-800 and you will be amazed.Like blankets taken off speakers.Cheers,B

If you want separates and not integrated, yeah, get the amp you like and then work your way up the chain. I would probably but not necessarily prefer good integrated with the phono in this case. What are your speakers? You will want to replace your phono and cartridge real soon, I guess.

muzikat is right, a good quality preamp can make a substantial improvement compared to your current system configuration.

Thanks for all the feedback! I am going to buy the Classe power amp and look to get a preamp at a later date. My speakers are Magnepan 1.6. The more I am listening to the phono, the more I like it. I did a side side by side comparison using the Marantz as an integrated amp vs only as a preamp with the Classe and the difference was HUGE!!!

Agreed with posts above. In my system I've experienced larger absolute differences between preamps than amps, so I think you've really got something to look forward to down the road.

Another thought -- sounds like you really like what you're hearing from the Classe, which is great. If you haven't already I'd suggest trying some others before jumping on the Classe. I haven't owned Maggies so others might have some better recommendations on which amps work well with them, but I'll just throw out Bryston or McCormack that might give you somewhat different flavors vs. the Classe (better or worse, that's for you to decide obviously). Also, if it's possible you might go with a tube preamp you might want to pay attention to input impedance to maximize your preamp choices later on. Best of luck in your search.