What should I upgrade first on my budget system?

I would not call it a budget system.

Biggest bang for the buck? The turntable?

I know nothing about your speakers but they look very serious. Not the best match to your amp though, depending on your space/room size  (very broad generalization: if you are in Montana, your room may be big :) )

Room treatment, power conditioner, OCC interconnects and speaker cable, isolation footers, etc.

Good/right footers on my sim player made huge difference...good call dweller.

Upgrade power cables.

Serious question: why do you feel the need to upgrade any of them?

If one really bugs you, then that one.

If not, then you have lots of highly recommended upgrades: power cords, interconnects, speaker cables, Nobsound springs, Townshend Pods.

Nobsound springs in particular, awesome upgrade on a budget system. Best $30 you will have spent so far.