Very true! I was surprised at how hot some of them run, meaning more cooling space needed around them, but I had separates for ages so the heat wasn't as concentrated. Still, my previous system was (almost) all tubes so it wasn't all that cool even distributed. As it is, I ended up yanking the VCR out of my current system because my amps ran a bit warm in the console. I could put it back with a little modification to move a shelf up a bit, but haven't had the time and inclination yet. Last I time watched a VCR compared to a BD I was convinced I needed to replace my old tapes with DVDs at least, so I am on a path to gradually do that.
Back OT, one of the other issues for me is that only the very top AVRs seem to have the better room compensation systems (Audyssey, MCACC, etc.) while most pre/pros have at least a decent scheme. I think that is one of the biggest advances in audio since the room is the sound, or at least a large part of it. Again, limited research, but several of the companies I looked at offered the top or near-top Audyssey etc. only in the very top AVRs ($5k and up) while there are pre/pros that fall into the midrange'ish price ($1500 - $2500) that have MultiEQ if not MultiEQ XT. While I have lost my golden ears and ability to pay for the class of equipment I used to own, the big advantage is that for me $2500 buys a lot in a power amp that sounds OK to my ears...
More pre/pros seem to be upgradable, too, again with only the top few in the AVR line having that capability. I expect that to change, but manufacturers are also reluctant to provide the files to the users, probably because they'll end up paying if the user messes up an upgrade (either directly by fixing it gratis and/or indirectly by all the bad press, a problem exacerbated by the Internet).