Upgrading phono stage


Hello all,

I have a modest system that I have been adding and changing in small increments. I am using a Rogue Audio Sphinx V2. I love the sound of this integrated especially for the money. I am wondering how much I have to spend on a seperate phono stage to get a marked improvement from the built in. I have read that many think the built in phono stage for the Sphinx is quite good. I have zero experience with outboard phono stages. The prices are all over the place and I would like to spend under a $1000 but if that is not enough to make a big change then I will wait and go bigger in the future. I am using a Ortofon 2M Blue at the moment.

Thank you
cpdkee
So much great info and I appreciate all the responses. It is a little hard for me to say what I am looking for other then "better".

When I upgraded from my Onkyo receiver to the Rogue I was blown away by the sound quality and warmth of the class D compared to the Onkyo.

When I went from the $100 audio techica cartridge to the Ortofon 2M blue I was impressed at the increased Soundstage and "real" life feel comparatively.

When I rebuilt my Epicure M-150's it was like I was hearing a quality in the music I had not heard before.

When I switched in my new to me KEF 104/2's I was hearing instruments and notes I didn't know were on tracks I have been listening to for 20 years.

I dont know if I could have told you what I was looking for other then better and more of a "sitting in front of the band experience". So far all of these changes have been truly moving and I find myself reaching for a record rather then the TV controller more then ever. I am certainly happy with my humble setup. I know there is more out there. I like the idea of experiencing incremental changes. Sure I could spend $20,000 on a set up that should be the "last" set up but..... I am really enjoying slowly evolving. Not sure if that makes sense. 

Rather then asking for specific brands. Will  a outboard phono stage costing $1500 or less be better then the onboard in the Sphinx or should I upgrade the 2M blue to a cartridge in the $500 range. Where will I achieve the more impressive jump?
If you can find a used or demo Gold Note PH10 I think you will be impressed
Doesn't Rogue Audio have an upgrade program for the Sphinx?  Don't hold me to it, but I thought I read that the V3 phono was a good step up from the V2 version.  If you enjoy the Sphinx, I would look at upgrading to V3 as well your cartridge, a 2M Black or a high output MC (Dynavector, Hana, Benz Micro), whatever pairs well with your tonearm.
The Rogue Ares Magnum is a great sounding stage (and far better than any of their built-ins), but for only $1100 the Hagerman Trumpet MC actually beats it. I'd recommend stretching for that; it's possibly the last phono stage you'll ever need or want. 
Man, I can really empathize with all of this. I called it TT Hell. First I had to decide on a TT. Ended up with a Project 2Xperience and AKG Cartridge. Ok, so far, but then, like you, what was going to be the best phono stage for me? I got two in line. First an inexpensive Vincent unit for $250. It is what I will use until I complete my build of a completely different level of phono pre. But will that be decent  when complete? If not what direction to go is not so clear. Too bad you can't try it before you buy it.