IMO, there is nothing wrong with using AVR w/ or w/o external amps.
IMO, cheap pre-pros and cheap amps will not be better than good mid-priced AVRs.
IMO, if you want to venture into Separates Pre-pros, spend the money on something like the Yamaha CX-A5200 ($2700 MSRP, less street prices), Marantz AV8805 ($4500 MSRP, less street prices), or Monolith HTP-1 ($4,000) or higher. Otherwise, stick to AVRs.
Man, I sound stuck up, don't I?