What is turn on/off sequence of amp and pre-amp?

Source(s), preamp, volume down, amp. To turn off, reverse procedure.

I have integrated amp with standby, using above procedure less turning on a separate power amp. The slight thunk or thump you hear is perfectly normal, at least with most integrateds with standby.

mr_m do you use the Standby switch at all during the power up/down process? 

i have a mcintosh pre amp and power amp connected together.when i turn the pre amp on the power amp go's on too. is this ok?

It is unwritten that the preamp is powered on first followed by the amp. If you have an equalizer or other signal processor in your main signal path, then it is best (based on my experience) to turn on in order of signal path (pre->eq->signal_processor->amp). The power-down is in the reverse order to safely prevent damage to the amp or speakers due to a transient.

The sources may/may not be plugged into the ’Switched’ outlets of your preamp. If they are then they will power on when the preamp is powered on. Like a previous poster wrote, most preamps have a delay in which a signal is sent through to the amp (thus the soft ’thump’ you may hear).

Typically, my sources (tuner, CDP, TT, Cassette) I only turn on when I am using them. Even then, I turn the volume down before powering on any of the source units.

@g_nakamoto - if your amp is plugged into the ’Switched’ outlet of your preamp, you ’potentially could’ damage the amp. You didn’t specify if your Mcs ( great choice BTW) are tube or solid-state. Solid State is a little more forgiving then tubes are. Plus I am fairly certain that the McIntosh have fuses installed so the worst thing that can happen is to blow a fuse on a high enough signal transient. And a $0.99 fuse is a heck of a lot cheaper then a $500.00 repair bill for your amp.
What I would recommend is to have the preamp/amp on separate outlets. Power on the preamp, wait a few moments (or minutes of you have tube gear) before powering on the power amp.