Using a preamp without a power amp

I feel a little silly asking this but I figure better safe than sorry... Here's my situation - I have a record player, a cd player and a headphone amp with only one set of inputs. I'm interested in a particular vacuum tubed preamp which has an excellent built in phono stage (also tubed). If I hook up my headphone amp to the preamps tape-out is it OK/safe to use it this way without having a power amp connected to the preamps main outputs? Also, assuming that this is allright, obviously my record player will benefit from the tubes in the phono stage but will the cd player benefit from the tubes in the pre? Are the tubes 'in the circuit' when the tape out is used and the pre's volume control bypassed? Of course I could just get a switchbox and a seperate tubed phono pre but I thought the pre would be a neat one box solution. Also, eventually I'd like to add a power amp & speakers. Thanks in advance for any insight.
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You would be better off using the main outs of the preamp due to the issue that running the preamp without any output can cause damage to some (many) preamps. You may want to check with your preamp manufacturer if you are at risk by not outputing the gained signal.