critique my setup -- weak link? best way to improve?

I think cables are the least of his problem

Depends on your goals. You seem to be going analog/vinyl, which I fully endorse.  I’d look hard at your phono rig. Built in phono pre is not the way to improve.  Move up from the Pro-Ject table and get a good free standing tube phono pre.  You have a nice system now, so improvements won’t come free/cheap.  When you have 10K to move up, go ahead and switch turntable and phono pre. Then when you have another 2K, improve the cartridge.  That’ll get your source in decent shape.  Just  my opinion!  Then you’ll be ready to drop the Rotel and Klipsch stuff when the budget replenishes. Cables you can do later. 😉

To paraphrase:

"We've met the weak link....and it be us....."

Or the room....

OP, it comes down to what in YHO what would give you the best bang/buck.  If you don't fear used and are down with paying attention to some of the 'deals gone bad' that regularly post 'round the 'gon...

I've dropped +/- 2.5K$ over awhile and its' an all-day affair to simply break it down. 

Fortunately, not too many things with a weight issue.....

@OP Running the basic phono stage in the Project TT into a passive preamp is going to be a fairly major limitation, so that's certainly an area for attention.

Cables will not solve poor speaker placement or room issues. The least bang for the buck in my 40 years of this hobby. My advice, get your system properly set up especially speaker placement. Too often overlooked when applying system band aids like cables. The room is part of your system, like it or not. Then IMHO, speakers. In spite of other opinions, they are the reproducers of the sound. Yes, all links in the chain can have an influence. However, that’s your big ticket for improvement.