I don't know your equipment, but hum can be a real downer.
You might try a different set of phono cables. Some cables have the shield connected to the ground plug at both ends, which can create a ground loop. Other cables have no shielding at all (a la Kimber Kable), and others ground the shield only at one end, usually marked with an arrow. That end should be plugged into the phono stage, not the table.
Try some different cables (cheap ones might be fine for testing this) or make your own.
The fact that you have hum on phono and not CD is probably due to the extra gain through the phono section. There might also be hum on the CD inlet, but at a level too low for you to hear.
If cheater plugs (lifting the ground) didn't help, I doubt you have a ground loop through the AC line. But it helps if all your gear is plugged into the same AC line. Even a small difference in potential (a few millivolts) can show up as a hum.
There are also some "humbuster" types of products which are basically tiny unity-gain transformers that you can insert in your cables to galvanically isolate two pieces of gear. The good ones are not cheap, but might be worth trying (borrowing if possible).
Hopefully one of these ideas will get it!