Does your integrated amplifier have connections for signal direct to the amplifiers that are totally isolated and independant of the pre-amp section? if so, then it probably wont hurt to do so.
However, if you plan on plugging a source to a pre-amp, the pre-amp to the AUX input on the integrated, and leaving the integrated on the AUX source, then you are running your source through 2 pre-amps which while probably wont suddenly make your system suck, it would add an extra pre-amp and it certainly wont HELP your system.
I think it WOULD cause some unwanted effects, small if noticable.
I cannot think of any ADVANTAGES unless the new pre-amp you are connecting has treble and bass controls or another element that your integrated does not currently have which you find desireable.
that seems like an extra step that really is not needed.
uhm, if you plan on moving to seperates and can only do one part at a time, and your integratted has pre-outs, then why not buy a new amplifier first? that way you wont be feeding the signal through 2 pre-amps (assuming there is not direct bypass to the pre section)
Is this part of a future upgrade path?