I've experienced both routes. First iteration was an Adcom amp and preamp. Then came a Bryston amp and preamp. After that was a Proceed amp and Pass Labs preamp. My last amp/preamp combo was all CJ premier gear. I liked the preamp very, very much, but sold it in favor of a Rogue integrated which I liked better.
In 2013 I picked up a Pass Int-150. That surpasses anything I've ever owned in all areas except flexibility.
And while I have no experience with ultra costly gear, in my price areas, I've learned that you need not give up any sound quality by going to an integrated.