I'm looking for some feedback/opinions.
When buying interconnects, do you follow any sort of guidelines? For example, do you use the same interconnect whether it's an amp-preamp connection vs. a CD player (internal DAC) vs. a turntable? Better quality interconnects between amp and preamp, not as good between preamp and CD player?
I always try to stay at least within the same brand and usually the same model. I've found over the years that it seems to work best.
However, everyone has different tastes and recommendations really don't mean much because no one knows your taste in sound and cables perform (sound) different in different systems. For example, you wouldn't want to use a silver cable in a system that is already bright. Te problem is, some don't know bright went it hits them! They would call it transparent-hmmm. makes it rough when you receive opinions.
I've pretty much done that. I have a low to mid fi system (Vandersteen, Anthem, VPI and Denon) and have used AQ Diamondbacks for everything except the amp-preamp connection. I'm using AQ Black Mamba II for that. I was just looking for differing viewpoints from component to component.
Stick with a brand that works for you budet and performance-wise. If you wake up one day and find that you turned into a tweak overnight, then you can start searching for the "ideal" IC for each component. Good luck with that... ;-)

What works best in my system is the best I/C from CDP to pre and either the same or lesser from pre to amp, I think that is the general consensus.
I have to shield most of my interconnects because there are too many friggin' wires too close together. In a perfect world, all wires are separated from each other and don't need any shielding. But usually the IC from TT to phono pre-amp needs shielding because the signals are so small that any interference is amplified. There are no real rules. Only what you find that works. For me, the weakest link in the chain is probably ICs. God luck!
I don't think there are any hard, fast rules as they pertain to ICs simply because the same interconnects can sound so different from system to system (not even taking personal tastes into account). I think the best guideline, and one that most people probably don't do nearly enough of, is to try as many interconnects as possible since they can have such a dramatic effect (at least to audiophiles) on the overall sound of a system. This will allow you to establish the right rules for your own system, which is all that's important anyway. The good thing is ICs/cables are the easiest component to demo at little or no cost, so trying a wide variety is very feasible.