Does your guitar have a preamp? Have you had problems getting a good sound plugged in without having any onboard controls?
I would have to say that it depends what type of pickup you have... I have a K&K pure western ast pickup and it sounds good without a preamp. I do have a Raven Labs PMB-1 which allows me to tweak it even more...
The last two pick-ups that I settled on both had preamps for gain only. The first was the Pick-up The World (which used the PUTW Power Plug preamp), and I had to use a Raven Labs True Blue eq to help make the sound. The other is the B-Band 1470 AST (using their A1 preamp), which I still use. This one is much better for me as a plug & play device.
I think the PUTW stuff is just so microphonic that, like a microphone, placement is crucial. I experimented with different placements more times than I can count, but never did all that great. They've got great products, but I think I would have done better had I been able to have David Enke (owner) install it himself. I think in that regard it is similar to the Trance Audio stuff.
Of the several pick ups I've used, the Matrix Natural I (in a Nick Lucas) gave me the best sound without EQ....but I ended up running it thru one, anyway.......but one gig I forgot the EQ (a floor model), and everyone told me it sounded fine straight thru my amp.