Someone school me on this stuff

Budget?
Room size?
Musical preferences?

The more junk you have in one box, the more that tends to be compromised. A receiver will have an amp, pre-amp and tuner all in one box for a good price and should be simple. However, you have a few downfalls here: First of all, they all share one power supply. Secondly, things tend to be less isolated which can affect sound negatively. The final reason for separates is for flexibility. It's much easier to upgrade one piece at a time.
Also, to squeeze everything into one box will also cause compromises in both size, sound and quality.

For sake of argument, we'll say no budget. Room is 20' x 10', and I am a rock music fan. Though, I like many things from blues to pop.

Do the pres usually have more than one channel? Or does it depend on what you want to do with it?