It really depends on the quality of the DAC, the preamp, the interconnects, whether tubes are involved, and taste. Sorry, but there is definitive answer here.
If you have a DAC with a volume control, of course try that first and if you like it, you are done.
At one time, I had an Accuphase DP75V CDP and an Mark Levinson No. 32 Preamp (a 2 box monster).
When I took out the preamp and used the Accuphase's digital volume control, things sounded much better.
OTOH, using my Apex Pinnacle as a preamp when listening through speakers has made me a believer again in the value of a great preamp
(the Pinnacle is an awesome preamp, and probably worth it's price as a preamp alone).
But practically, unless you are dealing with the specific case of using a power amp for headphones (the HE6 case), the headphone amp is an integrated amp already
with its own volume control of course.