Try them both ways and stay with which one sounds better to you. All gear reacts differently to different cables. Also keep in mind that the signal has to pass through both cables either way.
If you are using more than a CD, then putting it between the preamp and power amp will improve all the gear plugged into the preamp; not just the CD.
My most "expensive ($$$)" cable is between the CD and preamp, HOWEVER , the cable between the preamp and power amp is the best cable for that position, even though it cost less than half what the other cost. It has better "PRAT" in the pre/power position than any other cable I've tried regardless of price or assumed quality. It simply works period...
The same goes for my FM tuner. It has the best cable for it I've tried, not the most expensive.
The "better" cable should be the one that sounds better. Forget about price or quality of materials, etc..
