It has been well stated by my esteemed colleagues above, but another way to approach this is:
When powering up, work your way from source to end of the audio chain (speakers). Start tuning on at the beginning of the signal chain, i.e., the source (CD, tuner, phono pre) and then power on in the direction the signal will follow (the preamp next) and finally the last in the electronic chain (the amp).
When powering down, work your way back from the destination (speakers) to the source (next the preamp) and then the sources.
Power on from beginning to end.
Power off from end to beginning.
When powering up, work your way from source to end of the audio chain (speakers). Start tuning on at the beginning of the signal chain, i.e., the source (CD, tuner, phono pre) and then power on in the direction the signal will follow (the preamp next) and finally the last in the electronic chain (the amp).
When powering down, work your way back from the destination (speakers) to the source (next the preamp) and then the sources.
Power on from beginning to end.
Power off from end to beginning.