I have the same table. Better interconnects (Morrow 1.1) made a big difference for me in clarity.
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I have found the interconnect between a preamp and amp can make a large difference in the sound of a system, and I think that will hold despite your TT maybe having less than optimal leads. You will be changing the nature (and probably quality) of information that is transferred from the preamp to the amp, which is very significant. I would think you'd hear a big difference in changing interconnects between your phono pre and preamp as well (possibly even a bigger difference than changing interconnects downstream), but that's not what you're asking here I guess. Personally, I'd try to change both since I've found the benefits of upgrading interconnects to be additive. The big challenge for you will be to determine what you'd like to improve and then find the interconnect that has those qualities. If you give an idea of what you're looking for, what you currently have, and how much you're looking to spend I'm sure you can get some good recommendations here. Best of luck.
My experience is similar, I have had and SL1200mkII, changing cables made a huge difference. I contend that most audiophiles would never have and interconnect cable between an amp & pre as cheap as what comes on an SL1200 as a tonearem cable. So, for most audiophiles, typically changing your arm cable will make a bigger difference with that table. If you are using Radio Shack interconnects then it could be a toss up, but there is not doubt cables have made a difference where ever I have made changes, sometime subtle, sometimes not.
The chances that changing your preamp-to-amp interconnect cable will make a significant difference are increased if:
1)The output impedance of the preamp is high, which is most often the case if it is a tube-based preamp.
2)The preamp-to-amp connection is unbalanced (rca).
3)Cable length is long.
4)Capacitance per unit length of the existing cable is high.
5)Ground loop-related hum or buzz is present, which goes away when the safety ground pin on the power amp's power plug is temporarily isolated with a cheater plug.
6)RFI or EMI (radio frequency interference or electro-magnetic interference) is a problem.
None of that has any particular relation to the fact that rca connections are used for the turntable to phono stage connection.
Also, IMO, do not expect a high degree of correlation between cable performance in a given system and cable price. What matters more is how the design parameters of the particular cable match up with the particular system, which does not have a great deal of predictability.