From my experience I would say the following order applies to most any mod, not just CD players:
(1) clock, although a very expensive mod, it has the potential to make the most improvement in CD players
(2) power supply, especially for switching types in any digital circuit, but this can be tricky for any tubed circuits
(3) analogue section, including op-amps and coupling caps, this is a 50-50 with the power supply but will have a bigger impact if the power supply is upgraded also
(4) general resonance/vibration control, I consider this a mod although other would say tweak, in any case it does work and is cheap to do, but not necessarily easy to do right
(5) internal wiring and connectors, if you're in there and you want to be a completest this can be done, but it should always be done if any of the connectors are cheap nickle.
Enjoy,
Bob