Phono Pre-Amps

Hi All some help please,I have been using the standard Phono inputs on various amps for years and have read about Phono pre-amps but never heard one until someone handed me one made by Behringer PP400,so I connected it to my system and straight away I could hear a major difference in the sound.now have I been missing out all these years or is it just my imagination? do most people use a phono amp or do most people use the built in phono amp,or do the people use them because they have no phono inputs on there amps.I am a fan of Nad equipment and I see they make one as well as various other makes.Would it improve my system buy buying a Nad Phono Amp.Buget about R2000.00 System Nad 3020B (volksamp) AR speakers,Technics SL1210Mk2 Grado black cartridge,any advice appreciated