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
vinylmeister
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