... When I am done with my listening session, I turn it off, pre amp first, then the power amp. When starting it up, I reverse that sequence and first turn on the amp. Then the pre amp ... and am careful to make sure the same start-up and shut-down sequence is consistently followed.The best practice is to do just the opposite. If you turn on your preamp first, any noise it might send to the amplifier won't matter, because the amp is turned off. Otherwise, the amp could amplify any turn-on transient. The same applies in reverse - if you power off your amplifier first, any transient that might occur when you turn off the preamp won't be amplified. I realize you're not having any problems in your system, but you might want to rethink your practice anyway.
i agree w cleeds... power amp on last, off first
it has the big power to hurt speakers connected to it if there are any spurious transients introduced by other components turning on or off