My power conditioner does provide power to both my sub and my amps (a simple power strip from one high-current outlet feeds the three amps that are too far from the power conditioner anyway, and the sub connects to the other high-current outlet).
I've seen a number of amp manufacturers include warnings about plugging into power conditioners and surge protectors, but the underlying reason generally is concerns about limiting current. Personally, I don't feel good about connecting expensive electronics to the grid without some sort of protection in the mix - our electrical distribution here is pretty decent, but we are also in tornado alley and get enough severe weather that our overhead lines inevitably will get some abuse even if nothing else goes wrong (an "if" that is a bit more optimistic than it is realistic when considering the complexities of the electrical grid).