built-in receiver phono preamps, how good are they

Slovell, you have nothing to lose and everything to gain by trying an external phono stage. If it doesn't sound better than the receiver, you can always turn around and sell it. I don't know your budget, but I suggest you consider one of these tube-based stages:

Jolida JD9 40-70 dB gain; MM and MC
Pro-Ject Tube Box II 40-60 dB gain; MM and MC
Bottlehead Seduction kit 36 dB gain, MM only, $294 new, an overachiever.
Antique Sound Lab Phono Mini ~50 dB gain, MM only, $309 new, an overachiever.

I'm a big fan of tube phono stages in the less-than $500 category. I find they sound more realistic and more three-dimensional than solid state. However, the Cambridge Audio 640p often gets recommended in this price range. I haven't heard it, but thought I'd mention it.

You should check out these forums:

Jolida JD-9A or Pro-ject Tube Box SE phono preamp?
Should I try the Cambridge Audio 640p?

As owner of a Cambridge 640p phono stage, I'd say that it will outperform the majority of phono stages in mass-produced receivers. It may be a closer call with the phono stages built into ADS and Tandberg receivers, but those are hardly mainstream.

Also, the near-same-priced Parasound ZPre doesn't deserve to be mentioned in the same breath as the Cambridge. The ZPre sounds about like you'd expect of a $150 unit; the Cambridge sounds more like a $500 unit. In other words, there are a lot of receivers where you wouldn't hear an improvement with a ZPre, where you would hear an improvement with the 640P.

The 640p's s/n is shockingly good. This results in a paradigm-changing improvement in low level detail, frequency extension, clarity, imaging, soundstage, and dynamics.

Given that many online vendors have a 30-day evaluation period and that return shipping would be less than $10 if you don't like it, the risks involved in undertaking an extended evaluation of a 640P are very low.