I'd go for new speakers myself. Just today I listened to a friends Heresy's and wasn't much impressed.
We played them back to back against my MG944's and it wasn't even close.
So just by that, I'd say new speakers.

If you like the sound you have now with your speakers but just need some more than I would recommend you get the pre-amp.
If you are not satisfied with the sound signature you are hearing than start your quest for speakers.

If you are running the digital through the not-so-good pre...you might do well to lose that connection for starters, and see if you love the SE34 through the Klipsch. If so, go from there. Klipsch seem to have a checkered relationship with Decware for enough folks to wonder, but it is all room, tastes, models, wires, tubes etc. ...synergy!

I agree with Raven, if you love your sound between the Heresys and SE34 other than volume, selling the SE34 and buying a Torii Jr or a used MKIII or MkIV might be a really good upgrade.

Alternately, getting in some returnable speakers to see if you can upgrade that way could be worth it. Preferably, more efficient than than the Klipsch (96dB reportedly) since you want more volume with the same amp. There are the questions of how they are measured and how different amp's reported power presents within a given speaker efficiency that would play into this...Decware with one 96 dB speaker, and another 96 dB speaker is likely different.

If you are a DIY type, maybe some research in making efficient open baffles could fun. Or, high efficiency speakers that are known to be beautiful with Decware would be the place to look. Maybe the newly offered Caintuck open baffles or Steve's HDTs could be worth asking about? Or some of the more efficient Omegas, speakers many love? Decware folks have liked some efficient ZUs also.

Adding a CSP3 can do really good sound things with it set up well, but my experience indicates Raven's view...with more voltage from the CSP3, you will likely mostly end up with distortion lower on the volume scale of the SE34 and little volume gain. Same with a Zstage. How other pres would work in this equation I can't say from experience.

In my rooms, with 94 dB MG944s, the SE34 was beautiful and full with the right recordings, but finally was too quiet with or without a Zstage or CSP3. Mine was too close to borderline for music with some 6N2Ps I had that added a little power and and too quite altogether for most DVDs. So since you are on that edge, either more (functionally) efficient speakers, or a more powerful amp would be good places to move forward. Then, in time refining with room treatments, cables, preamps, front ends, etc will be building on already loved sound.

"Riding the Gain" can really add some presence or grunt to your sound. I'm even doing it with my DirectStream DSD player, which has output and volume control like a preamp. The way the ZMA interacts with the DS at 100% volume (controlling the volume on ZMA) has a different feel than having the ZMA at 100% and controlling the volume with the DS. Finding that synergy, that sweet spot can be very rewarding.

Will, Raven

That feedback is very helpful. I might not have been clear enough, but only the turntable is going through the cheap solid state preamp. I am running the SET right into the Heresy's. For 90% of use, volume is about 60% percent and I am very satisfied with the sound coming from the Heresy's I have. The 10% is me on the weekends when the family is away and I'm working about the house and playing loud things that my wife and daughter (not son) would cringe knowing about (Zappa, Primus, Sabbath, Dead...you get it).

Besides the ability to have the headphone option, I guess I'm just looking around to see how I can branch into other areas of improvement at a somewhat nominal cost (under 3k).

About a year ago I went on a wild quest to find/build the best DIY cables, and did that, but from here, I'm kind of lost.

Will, I think I will get back into research mode on either/or replacing my existing SET with more power or check into newer efficient speaker options you mentioned. I'm particulary intrugued by the zero crossover stuff.

I will say, it's pretty exciting to admit that I don't know what I don't know and that it can only get better from here/hear

Thanks gents - Dan

Dan,

Before moving away from the Klipsch speakers I would fully max them out.   I have Klipsch Forte I speakers with the complete Crites package (ready-built crossovers, Crites' titanium tweeter diaphragm, and Crites' polymer diaphragm).  Crites' completed crossovers include better quality inductors, resistors and autoformers.  The titanium diaphragm both extends and smooths the treble, without etch.   Crites' mid range diaphragm adds more detail.   I also dampened the woofer baskets (tightens the bass), replaced the wires with 16 gauge Jupiter cotton-covered solid core copper (notably more natural sound), and replaced the binding posts with Pomona Electric low mass Tellurium copper (more clarity.)  The speakers literally disappear with a single-ended EL34 integrated amp!  3D soundstage and EL34 magic galore, with the same dynamics!