don't go crazy. no need for adapters as they would make no sense unless your amp is balanced as well.
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Definitely buy the balanced phono lead. Your cartridge is a balanced device.
If you have a balanced phono preamp chances are it will sound quite a bit better on the balanced input/output now that you have a balanced input on your preamp providing both are balanced designs and don't simply have the XLR's thrown on for show.
I would contact the manufacturer of the phono stage and ask which output is cleanest. I had the same question and asked Pass Labs (manufacturer of my phono stage and integrated) what's the best connection. They told me that out of the phono stage RCA is recommended. Thus just becuase there is an XLR output don't assume it's the best way to go.
I would use balanced cables because they fit better. I think everyone has mentioned the other reasons, but when that connector clicks into place, you are not going to have any problems with ill-fitting RCAs. Perhaps I am remembering the nest of cables I had tri-amping speakers with an external crossover. Keep your eyes open and you will find a used cable here, and that just means it will sound its best right away and cost less.