Wadia 302 CD Player- Into power amp directly ?

It should sound better direct, but it won't be as loud as before. kIND OF A TRADE-OFF.

In my rig, inserting a Supratek Chenin preamp between my Wadia 861 and CAT amps. made a significant improvement.

it will be as loud, as the 302 like most (if not all) recent wadias, have little dip switches either on the back with the 301/302, or internally in the 861, to adjust the out level between 0.5v and 4v. you adjust these so that your normal listening level is as close to 99 as possible. it does sound better, with better bass, unless of course you have a really big buck pre, which might sound better... suck it and see.
incidentally there is no pot in the wadia, the volume is controlled in the digital domain. any difference in sound due to a pre is likely to be down to coloration. your decision whether or not you like that coloration.
i have a pre between my wadia and my power amp, but i manly use this for convenience, allowing me to run the tv / movies through the system (only way i can make the wife think it's all worth the money....) however i usually end up running it direct when i have a "serious" session.

if the cd player's volume control is on the digital side, I wouldn't use it. You'll lose sound quality at anything except the highest setting. If the volume control takes place after D/A conversion, go for it!

I run my Wadia thru my tube pre as well. Tried it both ways - I lived w/ each (thru pre & direct) for several weeks before switching back & forth. For me, thru pre is much better.

I agree with Lousyreeds1 in that digital volume control takes bits away & has the tendency to affect sound quality. However, here is some math on this: Wadia says that the 861 DAC bit length is 21 bits. They provide 50dB digital volume control over 100 steps. If each DAC bit is 6dB then 50dB volume control is little over 6 bits. So, yes, when you are at 0 on the volume control, you have 15 bits of music but you cannot hear anything at 0 volume! Every 12 volume control steps down from 100 is 1 LSB (of the 21 bits) lopped off. So, what one should do is get inside (for the 861) or on the back-panel or whatever the case might be & set the DIP switches correctly so that one is listening to the Wadia digital volume control around 85 or 88 or 90. One will lose little more than or little less than 1 LSB. There's only 16 bits of real music coming off a CD. When Wadia upsamples, it's not creating any new info rather extrapolating using their DigiMaster algorithm (if you use Algo A setting). If one loses the LSB of that, I'm willing to bet that there is no significant loss in the music quality.
I think that understanding how far down one can go from 100 on the dig. vol. control is better than simply rejecting a CD player out-right just because it has digital volume control, n'est pa?