Accuphase CDP Owners - Straight to Power Amp??

NO
The attenuator is digital, so it will throw bits out when you reduce the volume. The 2.5 Volt output of the DP500 is to high and will give too loud a volume from your amp, so you will be attenuating and removing information.
I have Mac MDA1000 and even that does not sound good to me when fed directly into a power amp. I still use the pre amp with it.

If it is digital then I am surprised that you did not notice a performance hit. Digital volume control discards bits before analogue conversion, so you lose resolution and puts the signal closer to the noise floor.

Also, most CDP's only implement volume control as an afterthought, so - (1) the output impedance of the CDP is not low enough, (2) it is not engineered to drive long runs of interconnect, (3) output voltage may not be high enough so you'll have difficulty driving low sensitivity power amps, and so on.

Perhaps your Accuphase has a really good implementation but i'll have to check the specs before further comment :) Good on you for trying, and thanks for reporting.

After a couple of days listening with the preamp bypassed I did start to notice a little bit of annoying harshness on a couple of CDs (Chicago and Ambrosia collection CDs) - CDs which I normally enjoy when going through the pre. I posted this also on AA and someone there gave this link to an interesting Accuphase Q&A w/c I think sort of explains what i'm hearing.

http://www.dagogo.com/Spotlight/AccuphaseCulture.html

I also thought the noise floor without the pre to be slightly less blacker, at the same time ironically I also noticed subtly increased resolution and detail. Right now I can still go either way. It is quite possible that while the built in digital volume attenuator in the Accuphase may not be the best, the built-in preamp on the 9200 may also be less than stellar. Would really love to hear someone who has compared the Accuphase DP500 volume control with a dedicated quality preamp.

I had similar quest a couple of years ago and finally ended up using TVC as volume control. Digital volume control usually gives better results than mediocre preamp because eliminating a lot of cheap and unnecessary components in signal path. The problem with digital volume is that the lower the volume the worser the sound. You don`t hear much details if listening in low volumes. That also applies somewhat to resistive based preamps. One most astonishing virtue of TVC is the similarity of sound in lower volume settings. You get an incredible details and soundstage in silent listening.