What is the order of power cord priority?

I'd use the Harmonix on cdp and pre-amp.
Power cords do make a difference on power amps but I would think you would get most benefit on the first two links of the chain, so to speak.
Since you don't mention the make of the SET amps?
best ask advice from people who have the amps you intend
using re the best power cords for them.

Assumed the mains were sorted.
Have to agree with Dewald re mains but disagree re upgrading i/c's etc - if the mains is not sorted you are wasting money on i/c's, speaker cables.
However even with crap mains, power cords/conditioners will bring a far greater gain than fooling with signal cables.