Headphone amp necessary?

This may be an ignorant question, but can someone tell me why I can't just run my headphones straight off my preamp?
They can. The most basic reason for headphone amps is that not all preamps have headphone outs - indeed, most don't. Some preamp headphone outs are really quite good (the one on my Linn Kolektor is not at all bad) and you would have to spend a significant amount to improve on them.

On the other hand, some are really bad. This is especially true on many entry level receivers/integrated amps. If you have one of these you really may benefit from spending an extra $200 or so on the used market to get an entry level headphone amp, especially if you are using good headphones. But you don't have to - it all depends how important headphone sound is to you, and how much you want to spend. Beware: if you get heavily into the headphone scene, you can end up spending a lot. :)
Newmanoc is correct...assuming your cans are of decent to good quality you may want something better. Cary is known for having good phone out jacks, but most are no more than a "cheap" throw in (even on major brands). Be aware that it will likely take you $200 and up to make it worth while, and depending on what cans you own I'd even say more like $400 until you start to get the most out them. Check out Head-fi.org
I have a pair of Sennheiser HD600s that were sitting idle for a while, and wanted to put them to good use. As I contemplated buying or building a headphone amp, I decided to experiment with a very inexpensive solution, which happened to work with surprisingly good results.

I use a Placette Passive linestage as my preamp, which has 3 inputs and 2 pairs of outputs. I have a Wadia 861 going into one input (and a phono stage into the second input).

I went to Radio Shack and got a small project box, two gold RCA plugs, and a stereo 1/4 inch female headphone plug. I cannibalized some silver wire from a non-functioning Counterpoint amp, and wired the RCAs to the headphone plug, and put them all into the project box.

Then I hooked up my homemade box to the second output from Placette with short interconnects. With my main amp turned off, I plug in the headphones, and, Voila....music.

I am pleasantly surprised with the clean clear sound quality that this is producing.

I do not ever have the headphones plugged into my homemade box at the same time as the amp is on. But I do leave the box hooked into the Placette (w/o the headphones plugged in) at all times.
Coffee nudge -- That's clever. Any appreciative volume levels coming out of that box? I would imagine that you would really have to crank up that preamp! Clever idea, though. Is there not an RCA-to-female phone jack adapter out there?
Todds7 --
Volume levels with this setup from the Wadia are no problem (the Wadia's output voltage is set to 1.0V, so if I needed more volume, I could get even more by setting it at 4.1V).... but even at 1.0V, there is plenty of volume with lots to spare.

The phonostage by itself (i.e. using "tape out" on the ARC SP8 and bypassing the linestage) yields marginal volume levels. I can get listening range volume but that is pretty much at full volume setting with the Placette. However, since I use the ARC SP8 as my phonostage, its easy to run the signal through the linestage of the SP8 (instead of using "tape out"), and turn up the volume there, then I can get plenty of volume on the headphones.