Setup advice

I'm a newbie here looking for advice on a turntable setup...still a lot of learning to do. I want a great listening setup, but for now I am buying components one at a time as I can afford them. Last year I purchased a Rega RP6 (w/ Exact cartridge) turntable and currently just have that running through an AV Receiver (Denon AV-4806) through built in phono stage and just playing through some Klipsch surround sound speakers. Last week I finally purchased some decent speakers...a pair of B&W CM10's and a fairly inexpensive phono amp (Cambridge Azur 651P) which will be coming soon. For now I still plan on running the system through the AV receiver until I can afford a decent amp but I'm sure if it will be sufficient. How much am I limiting sound quality by running them through the Denon?
The Denon 4806 receiver is well made. It is one of the 'audiophile' Denons.
So it is OK IMO. The next thing after speakers might be a standalone phono box though.
I own a 4806.
(my only complaint is the 4806 touch-screen remort. the remote from Hell as it is better known. It is always turning off before I can find the next screen to go to or button to push in the touch screen. So it is thhe most frustrating POS I ever did use.)
Otherwise I like the Denon.
I think you are going to hear a large improvement with the Cambridge 651P. It is an excellent unit for the money! Your amp should have plenty of power to drive the B&W's..
+1 Mik, Given your TT and Speakers, likely the weak link in your system was the onboard Phono stage. Give the cambridge a listen for a while and get back to us.