How can I start to change the system?

First of all, I must to say that I don't speak English well. So please keep that in mind. I live in Lima, Peru.

I have the following:

DVD player Rotel RDV 995 (working like an audio transport)
One Coral Cable interconnect (working like a digital cable)
DAC California Audio Labs Sigma II
AudioQuest Jaguar Interconnect
Integrated Amp Rotel RA01
AudioQuest CV6 Speaker Cables
Triangle Comette 202 Speakers

I enjoy this system a lot but I would like improve it. I was thinking about buying an tube amplifier and I wonder if I must buy another component before.

Any opinion?

Let me start by saying that your written English is excellent -- better, infact, than some of the posts by our members.

There are two sets of opinions about building a system: start with the source components, or start with the speakers. If one has a fairly balanced system (all components of roughly equal quality), I'd upgrade the system in the following order:
1. the speakers;
2. the preamp;
3. the source components;
4. the interconnects and speaker cables.

Of course, if you are happy with your current speakers, then I'd think about replacing your integrated amp as the first step.
One inexpensive improvement might be to go to a purpose built digital interconnet like the Kimber illuminati which can be had used for about $100USD.
Do the room first if you haven't already. What you'd spend many thousands on in components can probably be done for hundreds if you haven't done room treatments yet.
You can mak the system anyway you want with reflective / absorbtive panels and bass traps.
There are two sets of opinions about building a system: start with the source components, or start with the speakers.

And then there's the third set of opinion...

The Psychic says:

Start with power delivery/noise control. The Archives have plenty of information, there's also a power forum in Audio Asylum sponsored by PS Audio ( biased towards their products, of course).

If you would like to find out if what I'm saying is correct, start in this order with some cheap alternatives that will blow you away:

1) Dedicated line for your system.

2) Cryogenically treated power outlet (I use ACME silver plated cryo).

3)Separate power filtration for digital DVD/DAC. Something simple, like a used ONEAC three ampere isolation transformer/filter from e-Bay (around $25 dollars, 15 pounds). Shipping will be outrageous, so surface mail will be necessay.

4) A good power cord for your Rotel, like those from Ven Haus Audio ( Flavor 4 I recommend).

5) Parallel filtration for your entire system.

"Más vale maña que caña."
--Ismael Rivera

Psychicanimal, please could you explain what is exactly "5) Parallel filtration for your entire system"
Thanks for your answers. Now I have a better idea about what I can do.

Sdcampbell: My English teacher wouldn't sign your opinion. I just noticed some big mistakes in my first post. :)

Is really important a ground connection?
I’m not sure if your original question was answered. If you purchase a tube amp you need a preamp to control the volume, unless your Integrated Amp (Rotel RA01) has the ability to be used as a preamp (it would have connectors (pins) on the back that would let you separate the amp from preamp) and run either amp or preamp separately of each other.
I do agree with Psychicanimal, the power delivery system is more important than most people realize and should be addressed.
Im agree with Swampwalker, a different digital cable would be the easiest and most cost effective way to improve your system.
Parallel filtration capacitors at the electrical panel level. Cheap and highly effective for transverse mode noise.

Both VenHaus and Igor have good solutions.
I agree with everyone except me, follow their advice!
Just click under Lak's system. Check out the filters and power panel. A picture is worth a thousand words. Besides, Larry is the world's expert on power outlets.
Wow LAK, have you written up any info on your isolation system? I'm REALLY curious about it!!!
Between Sean, Psychicanimal, others, and myself there's been a lot written over the years!