Novice interconnect question.

I agree with Uru and F1- I most always put my best pair between the source and the pre - so in your case the CDP and the pre - but (always a but) once you have the new ICs and have let them settle in (100 hrs min) you should try them between the pre and the amp - sometimes it works out better...

If possible make all three the same price.

If I understand you correctly, 
The one to interconnect will best serve you when connected between the Pre and Power Amp's.

My experience is the same as uru975 & F1's. If you're going to only buy one pair, start with the source. 

+4, Source.