Kid, everyone isn't saying that, but the audio engineers who design these things say that the digital 1s and 0s coming out are exactly the same, just as Dr. Mark indicated. Note that some players have a higher output than others, so the volume control on the receiver would be set at different levels for the different players, but adjusting the volume has nothing to do with quality.
With players of recent manufacture, the DACs are of excellent quality, as Alan and others have pointed out, so this shouldn't be a determining factor either. Of course, if you're going to use some digital processing in the receiver(e.g. bass management or some special processing)it wouldn't be sensible to go digital to analog in the player and then analog to digital(then processing) to analog in the receiver.
