Everyone needs some sort of volume control. Just considering a CDP as the only source you have several options, depending on your system. I'm sure, though, that there are better outboard volume controls and preamps than what are included in probably all CDPs. If they are worth the extra is for whoever to decide. Using my softest CD, I skipped my preamp, and the sound was quite the mixed bag, so at least with my equipment, the (active) preamp has a beneficial function.
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Maybe you will find those as interesting as I did.
Check out the Ultimate Attenuators: http://www.tweakaudio.com/products.html
Maybe you will find those as interesting as I did.