Which CD Players do not require a Pre Amp ?

Ancient Audio Lektor V and Lektor Plus;
beyond those the Lektor Air and Lektor Grand SE, but you'd enter Wadia-like price regions there.
All of them have volume control in the analogue domain; they also feature tube output stages and Philips CD-Pro2 transports.

I have the Lektor V in my second system and think it's an impeccable machine with a "joyous" character if I had to describe it in one word, however, the Lektor Plus is undoubtedly better overall (only too expensive for that particular system).

Actually, quite a few earlier threads on this topic, check it out.

If you do a search in the forums " cd player with volume control" this will give you some ideas.

There are a lot of threads on this :

http://forum.audiogon.com/cgi-bin/fr.pl?ddgtl&1162942047&read&keyw&zzcd=player=with=volume=control

The Levinson 390S. You can get one reasonably price on the used market.

The Tjoeb! players sold by Upscale Audio have that feature.

Audio Aero Capitol - Excellent CD player and preamp.