I started with the Power Cables and thought they made the most difference.
Especially on the power conditioner (had one then) and now the amps (direct to dedicated outlets). Everything helped as I finished interconnects and speaker cables. I have Kubala Sosna Elation, and I tried many.
But this was interesting:
My friend wanted to try his DAC in my system and is not a huge cable believer. So I inserted his DAC with average interconnects. Not so great. Then I used my Elation interconnects to try his DAC and BIG improvement. It seems subtracting a nice set of interconnects made more of an impression than adding them!
So a good test if you need to reassure yourself; put an old interconnect or PC into your full loom and see what you miss! Kinda like turning off your subwoofers!
Ken