Edmond,
1) Yes, you can still control channel levels the same when using the Denon as a pre-amp to the new amp.
2) Would using 200W / channel make a big difference? How big is your room and how loud do you typically listen? (in dB if possible) I'm admittedly biased in this department, but I'm skeptical that you're going to notice a big difference going from 130 wpc to 200 wpc. Using a totally back of the napkin estimate, I'd say you're going to be capable of 3-5 dB higher peaks from that increase in power. It gets harder and harder (i.e. requires more and more power) to make small increases in dB levels as you listen louder and louder. If you think you need that slight bump in sound, then maybe the extra $$$ is worth it to you.
3) Cables - yes, the 3 component + 2 audio combo-cable should work fine.
4) General advice: If there is a good return policy on the amp, then buy it and see what you think. A no-risk return makes that idea low risk. However, if it's a one-time deal and you'd be stuck with it, I'd consider spending my money elsewhere.
Jason
