What is the best order to upgrade a power cable loom? Thanks.

I'm about to upgrade my power cable loom from the out of the box, generic cables for two channel stereo.  I have been told the best order, or descending priority order, is first upgrade the power cord from the wall to the power distribution strip, then the pre-amp, then the integrated amp and last the turntable.   Please do you have any thoughts and/or experiences?  Specific thoughts and/or experiences with Nordost?  Thank you in advance! :-)  
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Most will say upgrade the source first. I think YMMV, try the first PC in different components and have a listen.

This may be of interest...I was upgrading my PC's and when I installed a very good 8awg cable from the receptacle to power conditioner, the clarity improved plus the quality and depth of bass was significant.
So for me the biggest upgrade was from the mains. 

Glad you asked. There really is only one way to do this. Very important: Begin by unplugging the first power cord. Then plug in the second one. Some say its best to unplug both ends before connecting the new one. But I have found it works just as well to unplug and plug in one end, then repeat at the other end.

One more thing. You will hear people talk about directionality. This is not what they mean. Does not matter which end you plug or unplug first. 
Cantankerous, shi$, MC.. LOL

Sit in the corner.. Pointed hat ON, young man...

Geez.. LOL OP.. Don’t let him goat you into the tongue test..

"plug into the wall and touch your tongue to the other end"..Got to watch him.. LOL Just kidding..

The Wall first, you’ll hear the improvement downstream. You can’t if there is a problem upstream.. Just makes sense.. Then the Integrated.

Potential problem with first getting just one power cord and trying it everywhere one by one is that different components may require different power cords. Unless, and even possibly then, you go with top of the line for all components.
I like and use Purist Audio and Wywires cords.
My best guess would be, yes, to start with the power cord from the wall. Question is which one ?
Wywires has a 30 day return policy and his cables and cords are on sale now. You could try Platinum High Current. Or Silver HC. I use Silver Digital with my DAC. I did try it from the wall to power regenerator. It was pretty good but Purist was better. For the DAC, however, the Wywires was better.
Top of the line PC?.. I make my own Top of the Line PC.. NEVER more than 60-70.00 in parts for a 1 meter. A good weave, conductors, covers, and terminal ends.. #10 Silver clad, mill spec with teflon covers. Armor and red copper terminal ends with carbon fiber terminal covers. A 4 wire Weave (3 silver clad (Low Strand count) and 1 copper MS), treat the wire ends and tighten the CRAP out of the fasteners OR solder or BOTH.. Throw them on the conditioner for 7-9 days for #10 silver clad. 8-10 days for pure silver multi strand. 10+ for solid core...

I NEVER found better. Prettier, Maybe.. Not much though, when I add cable armor, collars, and shrink tube.. :-)

Save your money do your own PC, Save some money.. BIG money..

different components may require different power cords.
Yes, I should have mentioned this. I'm using 14 gauge for low-current-draw components. Power amps which draw higher current may require 8, 9, or 10awg. My custom PC from the mains is 8awg with gold Furutech terminations. 

And then there are the different designs using copper strand, silver, and copper+silver. Definitely find a dealer with a return policy or trial period.

The moment someone start talking about “gauge” as the description of the cables they are using, as if that is a brand, I stop reading 😂😂
OK. Cullen, Furutech, VH Audio. I don't think this helps answer the OP's query.

OK, Mine.. 1 meter, GOOD.. MAKE GOOD SOUND.. thump chest..

Bigger, good for some things, smaller good for other things.

Happy happy..

I think your power cord upgrade order is fine. With the power conditioner you will upgrade the sound for most of your equipment, same thing kinda with the preamp.

So, as has been stated, larger gauge is probably better (generally) for the power conditioner and amps for they would draw the most power.

I am not a big fan of Nordost, mainly because their products seem to be overpriced IMHO.

"Specific thoughts and/or experiences with Nordost? "

Yes, follow the Nordost   philosophy, and get a Blue Heaven PC. It's has their  secret sauce for cheap(at least in Nordost land).

If you're gonna drink the Nordost Kool Aid as I did, the Heimdall lineup is the sweet spot. It won't completely destroy the wallet, and does all the audiophool stuff we obsess about. This is only to my ears, someone will chime in only to trash the brand and say "brand X" is "better" for less.

Cable advice=endless insanity.