Generally- almost always in fact- the best approach is to upgrade the weakest component. You're thinking cables. So which one is worst? Since you neglect to even mention power cords then I assume you have neglected to upgrade and are using the freebie crap that came in the box. Am I warm?
BTW once you get good power cords on everything then look at fuses, cones, cable elevators, component rack or shelf, as well as other highly effective tweaks like ECT and HFT.