Think the conventional wisdom is that the more refined power -- such as you might hope to find with more expensive wires (ah, were it only so simple) -- is commonly better applied towards the beginning of your chain on lower-power items. In case that made no sense, a CD player is an awfully delicate item that deals with rather small power consumption and some real complicated tasks (reading bits off of a spinning disc with a laser, converting it from a digital to an analog signal, amplifying it a tad to output volume, etc). By comparison, an amp is a brute force item, it takes whatever signal is fed to it, sucks a bunch of power, and amplifies it (or more often attenuates it, but that's another story). The theory goes, better power delivery thus makes a bigger difference on a CD player than an amp, because the little differences are much more important at that stage and for the task at hand (and hash in up the chain only then gets amplified at the amp and made worse). Now, with an itegrated, you're complicating things a bit because the pre-amp section on the integrated has got some relatively complicated (by comparison to the amp) stuff to do itself (the volume pot in particular).
In reality, however, I suspect that the "rule&" doesn't count for squat. If you go with one, try it on both and see what you think. And if it helps on one and not the other, you've just saved yourself the price of a second....