Pre amp outputs

It depends on what you want to do.  Amps with preamp outputs can make running multiple amps a lot easier for people who only have one set of preamp outputs coming from their head unit.  Also, if you're running multiple amps to multiple subs, it makes it MUCH easier to connect these multiple amps as all you need is a 3-foot RCA to go from amp to amp, in addition to the one coming from the head unit.

If your head unit has separate outputs for each amp that you're gonna have, then I'd say connect each amp to the head unit.  This way, you can retain all of the fade control as well as some unit-specific sound shaping settings.  Essentially, you can control the volume of each amp from up at the head unit.

Now if your head unit does NOT have more than one set of preamp outputs, you should just run one wire from the headunit to the location of all the amps, and then either use y-adapters/crossovers to go to the other amps, or use an amp's pass-through preamp outputs.