I've never heard the Cary, but I can comment on the Linn and Arcam players. The Linn would be very good for jazz and exceptional for classical music, but it has an almost hypnotizing sound and would not deliver the slam you're looking for. The Arcam is a great player. Very smooth. I also listen to mainly jazz and rock.
But the player I'd recommend is the Ayre CX-7, especially if you can get the "e" verson. I never thought I'd hear a CD player in that price range that would beat the Arcam, but the Ayre cleanly did. It has much more weight than the Arcam. So you'll get more bottom end and slam. Plus it's soundstage is wider and deeper. Something the Arcam is noted for. The individual instruments seem to stand out better. It is better than the Arcam in single-ended mode, but it is significantly better if you can run balanced. In fact, the Ayre running Kimber Heros balanced, sounded better than the Arcam did with the twice as expensive Kimber Select 1011s. Good luck on your search!