Make sure you snip in the right places....you could be snipping off a safety feature which prevents electric shock or worst.
joe23:
....You can also safely snip out the output coupling capacitors.....
Err, if the CDP generates any DC offset (which the output caps filter out), it'll be passed onto to your amp which may/will amplify it to speaker busting levels. Usually commercial amps have input caps or DC servos to deal with DC offset on their inputs or have speaker protection circuits which mute the speakers when DC offset is detected.
You need to ensure your amp deals with DC offset or confirm the DC offset on the output of your CDP is adequately low without the caps. If you are using the latter approach, you need to keep on checking on a regular basis as the offset can shift over time, with temperature, etc.