Lots of good points above. The two I'd emphasize are that the Yamaha, while not bad for what it is, is probably the limiting factor in your system and you should address that first. I own the 5.3s(using seperates including McCormack DNA-0.5 Rev. A) and got a pair for my brother who has them hooked up to a Denon 4800, and the difference between the two systems is literally night and day. The 5.3s sound bright and the dynamics anemic with the Denon to the point where I really don't enjoy listening to that system even though I love the 5.3s.
The second point I'd re-emphasize is that hearing the differences in source components is significantly different than with, say, speakers. The differences in the high frequencies are usually readily identifyable, as you've apparently found, but the more subtle improvements may take a little while for you to notice or may require further system upgrades to allow you to hear them. Specifically, the background and space between instruments/vocals should become clearer, and this combined with better dynamics can start to make each component of the soundstage seem more "there" and in the room with you. Also, subtle details such as the complex tonal shadings of cymbals or the balance between the scraping of a bow on a string and the resonance of the body of a cello should become more natural(on good recordings, that is). As an example, I went from an MSB Link DAC, which is a very respectable product and a great value, to an EVS Millennium DAC and at first, like you, I was underwhelmed with what I heard. Mostly I noticed an opening up of the high frequencies but not much more. It wasn't until I switched the Link DAC back into my system that I realized how much more of the music I was getting out of the EVS DAC.
It could be that the DVD player actually isn't that bad of a CD player, but the bottom line is you've really got to address using a receiver to drive the 5.3s first, because you'll be constrained in your ability to hear differences in equipment(and hence make decisions on future equipment) and to fully enjoy the capabilities of your system until you do that. I really think that messing with power cords or any cables at this point is not going to help you in the long run, and probably not in the short run either. Sounds like you've got a pretty cool dealer and going to hear his system is a good start, but ultimately there's no substitute for hearing your system in your room, so if you can borrow a good preamp and something like a McCormack amp I think you'll quickly realize what upgrade makes the most sense. I've got more specific thoughts but have rambled on enough, so if you're interested feel free to email me. Best of luck.
Tim