Yes, it can be done, and it's what I'm doing. I have a Kenwood head unit with AM/FM/CD and my Empeg goes through its AUX input (a special adaptor was needed.) Now that I have a tuner module I'd just as soon get an amp and drop the Kenwood head unit on EBay, but it's not near the top of my to-do list. (But evidently, reading the BBS is!)

It's a good strategy for those who don't want to blow a huge chunk of change on an external amp.