cable connection

Source <> preamp
Once you lose data upstream, you can't retrieve it downstream. 

Not mentioned, but if the system has a record player, the tonearm internal wiring if it needs it. An uninterrupted run from cartridge clips to RCA plugs.

Source to pre-amp/integrated amp.

Thankfully a choice I will never have to make, having been smart enough my whole career to run integrated amps. But if I ever did go separates I would like to think I'd be smart enough to know the best cable goes between the pre and power. That way every source always goes through your best IC. The idea of once its lost upstream is a red herring. At least I think that's what its called. Do herring even swim upstream? Nevermind. The herring is a MacGuffin anyway. 

Power cable wall to amp would be my first choice, then power cables to components, then moving on to interconnects.

I started off spending a lot of effort on interconnects never focusing on power.  When I demoed a full loom of Ansuz power cables and conditioner I was floored at the difference it made in my system.  It completely changed the sound characteristic to the better.