For all but reference caliber systems you can scrimp on cables/interconnects/wire and not take too big a hit sonically. Going to a manufacturer's mid level offerings in wire can generate big cost savings with only a marginal loss of sound quality.
Easiest compromise for weakest link?
If you had to own one piece of gear that was obviously of lesser quality than the rest of your system, what would that piece be, or where are you most able to compromise?