Preamplifier: Yes or NO ?

I post this thread because I want to know your opinion about the use of the preamplifier or if no preamplifier is better. A few years ago I tried the old Wadia 6 CD Player with volumen control. Althought it sounded very well without preamplifier I felt the sound lost body.
I red that many brands improved the volumen control in they CD Players so I want to know if you could compare with or without preamplifier.
So if you have CD Player like Wadia, Mark Levinson or Audio Aero, please let me know your opinion.
Thanks.