Preamps

Since you likely are never gaining your input source voltages, it doesn’t really matter if the preamp is active or not. 
  
How are you unhappy if you stated you don’t know what you don’t know? Try not using the pre-amp and drive your amp directly with the Dave (keep music at max level and turn down the level on the Dave. Compare that with using a preamp. 
 
A preamp is never improving the sound quality, so unless you need amplification or a different output impedance, a preamp can only harm the sound. If you get a good enough preamp, then any harm is negligible. So, it’s main duties are simply volume control and source switching. 
 
I am unaware if the Dave takes care of intersample overs; if not, it’s best to lower the volume on it to -3dB. 
 
So again, try comparing using the Dave directly against using your preamp, unless there is some crazy issue with output impedance, a preamp added will never sound better (unless the volume control on the DAC/source is poorly done), so directly from the Dave should sound the best possible.

Ayre KX-R
a superb SS preamp from a now departed genius
... and a fanatical implementation of volume control

Definitely consider and audition the GamuT D3i. We used it last year at AXPONA and will again this year, along with their D200i mono amps. Incredible combined natural sound and resolution. It is available with a phono stage. PF and other reviews available online.
Note: the GamuT's USA distributor also distributes our product and is a personal friend. I have no commercial interest in/with the GamuT products.Good luck with your search.

When I first received the Dave I tried it straight into the amp and preferred music with the preamp inserted.

Yes, I can see that. But first you have to make sure you weren't "bit stripping" if the volume on the Dave was below 75% of full you could have been losing "bits" (lowering the resolution from 16bit to 14 to 12 ect the lower you go below 75%).
  
If it wasn't "bit stripping"  then yes going direct can sound absolutely stunning with unmatched transparency and dynamics with the good to best recordings, but then almost unlistenable with the bad recordings, it gives you everything warts and all and pulls no punches.

A preamp will be a a bit of an equalizer pulling back a little on the good/best recordings, and making the bad one a bit easier to listen to.
It all depends if your prepared to cull some of those bad recordings for the sake of hearing the good ones at their very best. 

Cheers George  

Thanks to everyone for responding. I will look into a couple of the recommendations. I actually need a preamp with HT bypass, so going direct isn't an option anymore.