There are many cdp's with variable volume output including M.Lev's own, Wadia, etc...so, your ears are the ultimate judge! For suggestions however, some more info would help: your musical tastes, type of sound you like, etc.
As to whether it's a good idea... I have found direct cdp to amp slightly anaemic sounding, with excellent resolution however. My system, my musical tastes, YMMV. Others are very happy dispensing w/ a pre so, give it a try!
Cheers!