What should be my next upgrade? Speakers?

First, there's not enough information on your scenario to recommend changes. Simply recommending changes to ANY SYSTEM, without knowing all the variables that are involved, is like driving blind-folded! More info needed on your setup and life-style habits, I'm afraid.
I mean, what is your application and life-style with the system? Do you do movies only?...or what ratio to movies/music? Do you sit between the speakers, or do a multiple seating? Do you move around the house listening to music with the system, or are you always anchored in your seats. Do you rock and roll, or are you a low volume listener. What are the acoustics in your room like?
Personally and professionally, I don't see how anyone could possibly offer you remotely any kind of sound advice with what we know from the data you've presented!
It is quite posible, that with your setup, room, acoustics, lifestyle, and budget, that some of the pieces you have are excellent choices! Then again, they might be the worst ones also. Again, not enough info to assess. I, for one, would want to know more before I said, "do this upgrade, that change, or this modification, etc."
Can you tell us more, please???

Those that don't mention cables can usually use better ones.

Actually, they are listed in his system profile. I agree with Kal's comment, though, particularly in this price range.

Regards,
-- Al

What is your budget? I went from rf3 setup to rf83 setup. The difference is substantial. I'm using a rxv-2400 as a pre with an outlaw 7500 amp. Adding the amp really makes the rf83's sing. I think speaker upgrade and treating the room is probably most important IMO.

Yes, I agree that I didn't give much info : ) sorry.

System:
NAD NAD T-754 Multichamp
Denon DVD-2910 CD Player
Monster HTS-3600 AC filter
(2)Klipsch RF-3 Front Speaker
Klipsch RC-3 Center Channel
(2)Klipsch RS-3 Rear Speaker
Paradigm PDR-12 (SUBWOOFER)
Monster 400 HDMI Interconnect(DVD to TV-Video)
MIT Terminator 3 NT Interconnect(DVD to TV-Audio)
Analysis Plus, 2.5M Subwoofer Cable Interconnect
Monster Video 3 (Video), 3 Video Component Interconnect
Monster Toslink Interconnect
PS Audio C7 Power cord
PS Audio XStream Prelude Power cord
Monster Cable Z3 Reference Speaker cable
Isonodes Bright Star-Large ($20)-located under DVD player
Mitsibishi DLP 1080i only :) Bummer, no 1080p yet.....

About the room:
Size: 18' wide x 12' depth x 8' high
1-Large window 65" x 62"(located on right hand side of room on the 12' depth)

Floor:
Pergo wood with 5'x8' shag rug located in front of couch and TV

Furniture:
1 leather couch with ottoman
1 leather chair with ottoman

The couch is positioned center to the TV (9ft)

The two speakers are 12 ft apart and slighty toed in.

The 2 surround are located on the rear wall approx. 5.5' ft high and are parallel to the front 2 speakers. The center channel speaker is located right below TV and tilted up slightly. Hope this helps with letting you know what my system looks like. I plan on taking some pics soon. Thanks for any feedback.

80%+ of my time in this room is watching movies/HD TV.

Agree w/ Viridian- do not forget those cables!!!