upgrading interconnects

i am going to upgrade my interconnects one at a time. which one first? between cd and preamp or preamp and amp. they will be the same cable when complete. thinking about the kimber hero. have a citation 24 amp,citation 21 preamp and a hk hd-710 cd player, paradigm studio 60 speakers bi-wired with kimber 4vs speaker wire.
Upgrade first from your source... CD player then to the pre-amp to amp. Bid on the Silver Delta Lab Silver interconnect SR7 for a truly high end interconnect!! Used JPS superconductor's are GREAT also. Good Luck and Enjoy
I think it is a matter of taste. Generally it is best to upgrade from the source forward since going the other way will highlight problems with the source (great sounding amp shows how bad the player is). This is not always as true with cables as they tend to error by de-emphasizing freqencies (generally). I personally would upgrade from the source first, but if possible, just get one cable and try it in both places and see which you prefer.
In my experience (and I've been testing Stealth cables for Interlink House, Inc.), preamp to power amp is the most important link: I could hear differences most clearly there. If you got a pair of interconnects from a source who allows you to return them (www.interlinkhouse.com, maybe The Cable Company, maybe a dealer), you could try this for yourself. Put in only one of the new cables, in each position, and see where you notice the biggest improvement. I'll bet on the preamp to amp position as being the most revealing. Stealth comes with a 30-day money-back guarantee, besides being a lot better than anything close to their prices, IMHO.
I started with the Preamp Power-amp link. The upgrade improved my CD, Phono, Tuner and Cassette with one cable. Starting with the CD Player only helps the CD Player. You will know you have the right cable if it makes all your components sound better.