Upgrading interconnects, where to start

A generic question on upgrading interconnects - should I start with the CD-player to pre-amp, or pre-amp to power-amp. Which of these two will give me the most sonic differences?
THanks for your insights
CD to Pre with a good Interconnect that provide more details.
Start with the IC from the source you use most, as lapierre also suggested.
What are you upgrading too? Many voodoo ultra high cost cables out there that don't make sense to me, but hey, not my cash.
My suggestion is to Buy an IC long enough to be used on all your components and than try it on all of them and determine for yourself.
there are many previous posts on this subject and the replys run the gamut, try for yourself!
Either way would be equal.
First link in the chain is always a good start.

If you plan on having only one source, start there. If you plan on having several, do the main IC.

either way, it's just a starting point... not a finishing point, right? And you gotta have something somewhere. Well Hell, everywhere.

My own plan is like this.... nice spkr wires, not cheap nothings, so you can hear the changes being made upstream.

Decent IC on main, and source.

Power cables.

Go back to sources or main IC and upgrade there.

Now finally upgrade the spkr wires.

Buy new components and begin again as and where necessary.
I've owned those $20k cables and have I got a find for you! If you can run balanced, try Monster's SP1000 Prolink Mic/Studio Cable. This cable is used by many recording studios and has an incredible dynamic range, warmth, transparency and accurate tone. Price is $50/5ft run each or $100/pair. For an RCA version, try the M1000i, priced slightly higher since it is marketed to audiophiles.
Ok, what I experienced is that the new interconnect's between CD-player and pre-amp produce high's which were too sharp although the rest seemed to have opened up with more details and a more defined imaging. Now I put them between the pre-amp and amp and the sound is much more balanced.
So either way is not equal is it? Spend some money on good power cords now.
Do the same with the power cord. According to your results, you should alternate the power cord through each component and witness a similar effect correct? Then, just for giggles, switch your speaker cables from one speaker to the other...but backwards. Afterwards, when you are thoughroughly confused as to what really is going on, unplug everything...and randomly plug cords in, blindfolded. I bet you 5.00 dollars (paypal dollars that is) that that would generate the best outcome of them all. Disclaimer: I'm not being serious...or am I?
If you can't hear differences in cable positions then the system is just not revealing. When impedances change the sound will change. You don't have to start at the first link in the change but I have found it is the best place to start for me. In some system just moving your speaker cables will result in a sonic change until they relax once again. Why does a system sound better warmed up rather than stone cold? Whats the difference there? It is only electricity right?
I do hear major differences when swapping the same cable between cd->pre-amp or pre-amp->amp. Just dont understand, why this highly appreciated cable doesnt work well in my syatem