I really think it will depend on the speakers and the amps in question. If your speakers are highly sensitive, and you're not running out amps in your receiver out of spec (i.e., they have both enough power, and the impedance of the speakers you are driving complies with what the receiver can drive), you most likely won't find a big difference in sound between your receiver on its own and your receiver feeding an external amp that then drives your speakers.
On the other hand, if you are running out of power with the receiver, an external amp may be of benefit. More importantly, if your receiver can't run the load of the speakers effectively, then you will most definitely benefit from an external amp that can run those speakers appropriately. I ran into this situation when I had a pair of Magnepan MMGs, run by an older Denon receiver with 70 WPC. I don't think the Denon had enough power, and I don't think it liked the ~4 ohm load of the speakers. In that case, adding an Audio Alchemy OM-150 to drive the MMGs made a big difference, in max volume, speaker control and amplifier temperature. The same receiver driving B&W DM602s didn't have those types of problems (I think most of it was related to the impedance of the MMGs).
Are you having any specific problems with your current setup, and what speakers and receiver are you using?