Perhaps a dumb question...

But if my receiver or amp has an input that says "Phono" as well as a knob that says "Phono output" or something like that, is it safe to say that it has a built in phono stage?

You better check your owners manual before you assume there is a phono stage built into your receiver. But anyway you'll know for sure when you plug it in. With no preamp you'll get crap out...

We cannot assume that your receiver has a built in phono stage. Some amps just label their inputs for convenience. As Sugarbrie said, the best thing to do is to check the owner's manual. If you can't find the owner's manual, just plug your turntable into the input labeled phono. If nice music comes out, then there is a phono stage. If funny sounding (too low in volume or too tinny with little bass) music comes out, then there is no phono stage. Can you tell us which receiver you are using? Maybe someone has a similar one and can tell you whether it has a phono stage.

Pioneer VSX-9900. I'm pretty sure it's got a phono stage, it doesn't sound TOO crappy when I play records through it.

To completely reiterate what everyone else said, here's a little reading for you, at your leisure ;)

http://www.furious.com/perfect/vinyl43.html