Grainger said it correctly, but this is such a widespread confusion that I will add my two cents.
As you turn the gain up with the volume control, the power output increases in proportion - until the power stage runs out of steam. Extra gain is like a wooden block duct-taped to your car's accelerator - it does not increase the engine's power, you just don't have to push the accelerator down as far to get there. It's only helpful if you have short legs... :^)
Adding gain is only useful if you can turn the control all the way up and still not drive the output stage up to its maximum power capability. You can identify the maximum capability by listening for overload distortion - be aware that SETs overload very gently, unlike high-feedback solid state amps which make really horrible noises when overloaded. If it still sounds clean at the max volume control setting, AND you want more loudness, then some added gain would help. There is no easy way to tell how much more loudness you could get before the overload distortion became noticeable.
The real function of a preamp is to provide source switching and a volume control. Stereomour includes those functions so in most cases you don't need a preamp. In fact, we also sell the Submissive which has only those functions (no gain).
(As Grainger noted, some people like the more subtle change in the sound character when a preamp stage is added. I'm just saying that is a subtle change.)
You can read a lot more in my white paper, posted at
http://bottlehead.com/signals-noise-and-signal-to-noise-ratio/ - or from Bottlehead.com choose more then community then Signals, Noise and Signal-to-noise Ratio.
