Whether or not to leave your gear on or turn off is a personal decision. It really boils down to:
1. Do you use your gear daily for several hours? If so, then maybe it makes sense to leave it on.
2. Do you use your gear sporadically? If so, then it might make more sense to turn it off. In terms of warmup, just try to plan ahead for it. Turning amps on/off won't put any more wear and tear on them than leaving them on (but not being used). Keep in mind we're talking about electronic gear, not mechanical. So either way, what's really to wear out? Some caps? Even then, those typically last a LONG time regardless of constant use or on/off. It's really nothing to worry about.
Regardless of what I stated earlier, we'll assume you want to leave your amp on and turn the preamp off. The only thing I can think of, following the on/off sequence rule, would be to disconnect the preamp from the amp prior to power off. Not very convenient. But before that, do you know if your preamp is direct coupled or does it have caps in the output? Does it have a mute function? If it is direct coupled then you definitely want to follow the on/off sequence rule. If it has coupling caps in the output, you should be fine turning it off without sending DC nasties to the amp. Normally, the coupling caps will protect from that issue. If you're not sure, talk to the manufacturer of your preamp. Regarding the mute function : Many times this works by switching off the output stage. So if you mute your preamp prior to turning it off, you'll avoid sending DC nasties to your amp.
Hope this helps.