There is no such thing as no preamp. A preamp is simply gain stage + volume control. Just because your DAC has a built-in gain stage and volume control, and you elect to connect it directly to your power amp, does not mean that you do not have a preamp in the circuit. You do - your preamp is built in to your DAC. If your DAC has an elaborate gain stage, then adding a preamp would quite concievably worsen the sound, because you would be adding additional circuitry.
Is no preamp the best preamp of all?
As an experiment I hooked up my OPPO BDP-95 (which has a volume control) directly to my amp. I was very pleasantly surprised to hear a significant improvement in clarity and sound quality. Typically I have the analog outputs on the OPPO running through my preamp in Analog Direct. I have heard that the circuitry within preamps can cause cross-talk in the analog signal, deteriorating the quality of the signal. So, would having no preamp (and therefore no other circuits to interfere with the signal) be better than an expensive analog or digital preamp running in Analog Direct? I am not really interested in Room Correction or DSP of any kind. I was considering purchasing a Bel Canto PRe6 (which I've read is excellent for multichannel analog), but would it be better to just have the OPPO running directly to the power amp?