I've done it for years, started with my Theta DS Pre in the early 1990s, and doing it now with the Cambridge Audio Edge NQ (which also styles itself a DAC/preamp). I've never bought the claims that introducing a preamp improves the sound, unless it provides better impedance matching, which is unlikely, or eliminates design problems such as distortion in the gain phase. I've tried a variety of preamps and the only real difference I noticed was an increased noise floor (that was with a Spectral preamp, not a tube unit, interestingly enough) and some tube bloat.