Volume control on power amp

I have a Audio Note power amp with volume control and a Dodd battery powered preamp.

What setting do I set the power amp volume at for best results?

I have been setting the power amp volume at the max and running the Dodd at around 3 o'clock.
That is fine. When you open up the volume control to full it takes it as far out of the circuit as possible. When you have 2 volume controls in the circuit it is best to run one of them at full, baring some special circumstances. You can reverse the settings and open the preamp to full and see if it works better if the amp is placed where the volume control is convenient.
It is probably an attenuator - best to make sure all your volume controls in the chain are operating above 12 PM.

If, for example, your preamp volume is mostly between 8 and 10 oclock then you might want to lower your power amp volume to 1 PM. Anything more than 12 PM will probably be optimal on all volume controls. Anything less than 10 PM is starting to get into less than ideal territory.