CDP/Preamp/Amp

In my system I opted to put a good shielded cable on my DAC. I chose the Oyaide Tunami GPX which I purchased from Audio Excelence AZ ($395 including cable cooking and double cryo). You might be able to by one a little cheaper from Take 5 Audio. This cable would be a good option for your CDP IMO, then you can use the Harmonix cables on your preamp and amp. If the Tunami is still above your budget, I have also had good luck with a VH Audio Flavor 4 on the digital source. These can be had for around $300 depending n what type of ends you choose to ahve the PC terminated with.

The order of priority IMO (using separates as you intend to do) would be:

1.) Amp, or power regenerator first (if you use one) or in your case, your Audio Magic power filter, and then your amp.

2.) DAC (or CD player if you use a one-box player)

3.) Preamp, then analog stuff (phono) then tuner

4.) Powered subs or speakers.

Now I'm gonna contradict myself -- because you have a limited budget for new cords, and because the Harmonix will be your best ones for a bit. So I'd make a slight modification: Put the Harmonix on your amp, and on your DAC. But do get a decent (meaning 10 AWG) PC for your Audio Magic. It doesn't really even have to be shielded, but it should have big conductors. Recommend something like the Aural Thrills Silver Big One (used or on auction.)

You didn't say what kind of preamp you'd be getting but I'd rather see you get a good quality, shielded, 14 AWG cord (like a Purist Musaeus) than a poor quality 10 AWG cord whether shielded or not.

Your Onkyo probably has a hardwired cord, so that's not an issue.
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Pre amp is a Bel Canto SEP1 - single ended triode
Amp= Bel Canto SET40-

Better cords on the the amp and cdp? I would have though cdp and pre.

Well, that's why I had to make an exception to my rule(s). Because I have to assume that the Harmonix is a 10 AWG cord even though they don't specify. Personally, I'd write to May Audio and find out. PC manufacturers who don't specify wire size are one of my pet peeves -- because as far as I'm concerned, "energy transfer" is the name of the game with PCs. And AWG size affects a PC's ability to do its job more than any other attribute, with fancy plugs, teflon insulation, shielding, etc., futher down the ladder. If a cord can't transfer the energy back and forth to the component (ESPECIALLY amps) unimpeded, then who cares about all that other stuff?

So much for my rant ;--) I'm assuming your Harmonix cords will be your best (and biggest) cords; and the two components that most benefit from high quality AND big are the amp and the DAC. The preamp needs a high quality cord, but most don't have the kind of energy transfer needs of amps and (shielded for) DACs (there are some people that disagree with me about the DACs, but I don't talk to them anymore ;--) So a good 12 or even (smaller) 14 AWG cord of 1.5m length should be fine, even for a tube preamp (which draws more wattage than a SS.)

The only other place you want big AWG is from the wall to your power device. Fancy is nice, but not critical in that position. Oh BTW, with separates now, you may find you get better sonics with your amp NOT plugged into the Audio Magic, and just into the wall.

I know you're still wondering why DACs should have the same energy transfer requirements as amps. Well, it just plain doesn't make sense, I know. So perhaps the first answer is "they don't." Of course, the next question then would be; So why do DAC's sonics benefit from large conductor size power cords? My guess, and it's only a guess at this point (I really should call Jim Aud at Purist and find out what he thinks ;--) is that the speed at which DAC chips operate PLUS the fact that they generate digital artifacts BACK through their power supply and cord means that a lot of metal in the PC conductors provides for plenty of CLEAN power while still leaving enough "meat" to absorb the (digital) crap going the other way. Just a theory though.
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Presently I have my amp plugged into the wall, and only my cdp plugged into my AM. I'll plug my pre amp into the AM, as well, and purchase a modest cord to go from AM to pre? Now what cord would that be?

Well, with all that SET tube gear, you certainly want something neutral or even bright(ish).

Actually, if you check, there are three people on Agon right now, each selling TWO Harmonix Studio Masters for around $500 apiece. You like Harmonix, and you're not going to find anything better (certainly not NEW) at that price, why not get one of those? Or maybe two (one for your AM) if you can swing a deal. Offer $850 for two ;--)
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neutral. that's why I love the Harmonix.