In the vast majority of cases, of course, you pay more for NOT having amps in the chassis, irksome though that is. One surprising exception is this year's Marantz SR7009 receiver and equivalent AV7702 pre/pro, which have exactly the same list price in the U.S. ($2K). Elsewhere in the world, though, the SR7009 is less expensive than the AV7702. The claimed analog SNR is only a few DB better for the AV7702: 105dB vs 100dB. I haven't seen any formal measurement reviews.
Since most AVRs use class A/B amps, their amps always draw a little power even when not connected to a speaker. (Class A amps always dissipate the same amount of power whether or not they're driving a speaker. Class A/B amps change from class A to class B at some low wattage which varies from one design to another.) As previously mentioned, Denon's top-of-the-line AVRs let you completely turn off their unused amps.