connectng CD player directly to amp, good or bad?

You can look at it this way. If the CDP with variable output sounded more or less the same with or without a preamp X, you wouldn't need that preamp unless you have extra sources. Preamp makes a difference in sound, and it's highly subjective to say which way sounds better. My Unidisk SC for example has variable outputs. Without preamp it sounds crystal clear and airy. With McCormack preamp in the chain the sound lost 2-3% of the transparency and 5% of midbass, but other than that it sounded pretty similar than without. With CJ tubed preamp the sound went on a huge transformation. It sounds richer, deeper, larger, and overall more pleasing. If your listening preference leans towards warmer sound, you would like it with a tubed preamp. If you like clear and transparent sound, you would not want a preamp. If you like the transparency and still need a preamp you would want McCormack. So, it boils down to your listening preference and need.

Obviously it depends on personal preferences and equipment choices. I am currently using an Ancient Audio Lektor Prime (it has one additional input and volume control) into a Deja Vu Audio 45/2a3 amp into Zu Definition 2 speakers. I like the simplicity; and to me the sound is fine - rich, full, detailed. (In the past I have also used an EAR Acute - with good results as well. It did not have the extra input, but it did have a higher output voltage which may be advantageous to some.)

I use my system for both music only and home theater. I have a ML 390s hooked into a Krell HTS 7.1 processor (which acts as my pre-amp) which then is hooked into a pair of ML 33's. When I want to listen to music only I usually run the 390's straight into the 33's and listen in two channel. I think it sounds great this way; the sound seems very transparent, open and the sound stage is wonderful. Dynamics are great this way also however this may be due to the teriffic job the 33 amp's do with dynamics. When I run the 390s through the 7.1 the sound seems much less involving. There is less of alomost everything, transparency, detail, air and even to a lesser extent dynamics. I must admit that I tend to want to blame the 7.1 as I am not sure it makes such a great pre-amp. While it is an inconvenience to have to wrestle with the cables everytime I run the cd player stright into the amp I find music only much more enjoyable this way.

My personal experiences:

1. Stuck a GNSC statement modded 270/27 straight into Krell FPB 600. Never got on with the sound. Steve Huntley recommends they got pre-ampless.
2. Later upgraded to Weiss Jason/Medea and also stuck into FPB 600. Improvement but sound seemed to lack body.
3. Stuck an AR Ref 3, vast improvement mainly with dynamics and solidity of image.
4. Friend of mine stuck his Weiss combo into Krell evo two without evo one. Sounded vastly better with preamp Krell evo one into system.

Is it sure we must check for the output impedances of the CDP, Pre amp with the input impedance of the power Amp?
And that is the so called 'matching' of the setup?