I suggested mild steel as a shield against emi . . .
Ah,those evil EMI folks - I hate what they do to the music too. aa
All kidding aside, I think what Gordy means is magnetic coupling. Transformers have pretty strong magnetic fields which can couple into some circuitry and cause hum. The fields drop off in strength as the square of the distance from the transformer, so a remote power supply will tend to be quieter in terms of magnetic coupling. Daryl's suggestion of full metal shielding seems like overkill, since your preamp seems to work fine right now without that type of shielding.
You can do a simple experiment to see if the idea of one chassis with the power supply right next to the amplification stage will have problems or not. Just put the power supply on the shelf physically next to the main part of the preamp and see if you hear any problems. If not then you are probably going to be fine. Note, that the coupling can be dependent on the exact location and orientation of the transformer, so move it around as you listen for problems.
By the way, I've built quite a bit of equipment in wooden boxes and it works fine. If I feel the need for a good ground plane, I'll line the inside of the box with some thin copper. Copper clad PC boards are easy to get or some copper flashing.
---Gary