I have owned the following CD players, all of which have a remote controlled variable volume: (in order of purchase date)
Theta Miles (I owned the balanced version which is supposed to be superior to the single-ended only version)
Cary CD-308
Resolution Audio Opus 21
Musical FIdelity CD/Pre-24
Quad 99 CDP
If you plan to connect direct to amp, make sure the player you buy has plenty of steps for the volume control. If too few steps, you may have to choose between a setting that is either too loud or too quiet. More steps=better control.
Also, some of the ones listed by other posters have volume control, but it is not remote controlled. All of the ones I listed have remote volume control.
The RA Opus 21, MF CD/Pre-24 and Quad 99 CDP all have additional digital inputs so you could also possibly connect additional digital devices to your system. For instance, you could connect a DVD player for watching concert videos, etc.
Of the ones I've owned, I prefer them in this order (based on a combination of sonics and usability):
Resolution Audio Opus 21
Quad 99 CDP
Cary CD-308
Theta Miles
Musical Fidelity CD/Pre-24
FYI, there are also some good DACs with variable volume. I have owned the Monarchy Model 33 and Birdland Odeon Lite. Neither has remote control.
Enjoy,
TIC