Preamps

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.

Another nod for Ayre. I also recommend T+A P3000HV. 

There is a demo T+A on Agon, 

https://www.audiogon.com/listings/lis8hd59-t-a-elektroakustik-p3000hv-available-in-titanium-and-silv...

And this is hot off the press for you to consider, 

https://www.stereophile.com/content/emm-labs-dv2-da-processor

Should you choose to look into a Tube pre, ARC Ref6 should be on your list. I believe it will be a killer pre for your 625 S2 amp. 

@georgehifi said: ...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,
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Precisely my experience with a wonderful passive I auditioned that was much cleaner than the DAC volume control.  There were just too many recording where I really didn't want the band in the room because the mastering sucked.  A real conundrum.  Can I handle the truth? I'm back to that loosy-goosy search for a "sweet sounding" linestage.

It's my understanding that ARC preamps have issues when using a subwoofer and I have a JL Audio F112 v2 sub.