Soundwise, it is definitely a difference, since you'd either be feeding an altered signal with a different output and impedance to your effects, or altering the entire chain with preamp coloration at the end. You'll have to try out both.
Whichever you prefer sonically is up to you, but if you want to use the DI, it's more complicated.
I looked at the preamp specs, and I can't tell if the Tuner Out is a pure clean out, or colored like the other outputs. I'm guessing it's clean, so you may have a useful total bypass option there if you want to keep an uncolored parallel effects/amp chain to go along with a Sadowsky-colored clean signal.
With that in mind, you have several combinations you can play with:
- You can run the Sadowsky preamp at the beginning, as if it were an onboard preamp, and feed your entire chain with that signal. This can be advantageous since your effects will be given the "Sadowsky sound" (whatever that is...
). You could also run a parallel DI signal that would just be the preamp at work, to mix with your amp's normal signal. But if you're playing gigs without an amp, it won't do you any good. - You could use the Sadowsky preamp at the end of the effects chain. The effects will sound much different when they're on than if the Sadowsky had been at the beginning (since it's coloring the effects, rather than the effects coloring it), but you might like it. The major advantage here (ignoring sound) is that you have a DI to play amp-free gigs, or to run parallel channels (post-effects DI, parallel to a post-amp mic or DI) into the PA.
- You could place it somewhere in the middle of your chain, for the option of some unusual and creative parallel signal paths. Not recommend for someone who adores the KI.S.S. philosophy.
