Whats the deal with CD players?

There are a bunch of good ideas here, i might try some better interconnects, but i remain skeptical on how improved conductance will help over such a short distance, especially considering the innards of my components will not be nearly as good as the cables. Granted the improved sheilding should help, but i havn't had any ground hum problems and have a fairly low noise floor.
As for my equipment, I use the H/K signature amp and preamp (i use the preamps direct inputs to bypass the dsp)my speakers are the dynaudio 1.8's. I am happy with my current setup, the only thing that has led me on this search was that my sony 300 dvd player cannot play cdr's, so i have been looking for a dedicated cd player that will also improve my regular cd's. I was just suprised how little improvment other players made considering what i have read about the importance of the source. I didn't want to mention the CD players i have tested b/c the salespeople were nice enough to let me demo them, but they were all highly rated and ranged from 300 to $1100.
I think my testing methods are sound, i have given each extended listening periods with pre-broken in equipment, with many music samples. I don't think a person should have to train their ears to hear minute differences. In my opinion, these differences should be apparent, so that an $1100 dollar CD player would be able to trounce a $300 dvd player. Again, this is my opinion based on my limited experience and crappy cables. I will try some new cables and update my post. Thanks for all the responces, the posts have been quite inciteful.

First jitter is the cd equivalent of wow and flutter on a tape deck ( Speed variance ) Second this is supposed to make a difference in sound quality of your player . I bought a Mark Levinson No.37 transport without ever hearing one and WAS SHOCKED at how good this thing sounds . I have had up to 10 different players in my system and like you could not hear a lot of difference between them until I got the Levinson!
The Levinson jitter rate is supposed to be 12 or 25 times better than a regular player because it reclocks the data right before output . Well anyway the sound is STUNNING and I do not even have an up to date DAC and in comparison to my Panasonic DVD player it makes a mockery of it . The clarity and smoothness just disappears . As far as cables go try a pair of Kimber KCAG between amp and preamp and for your player outputs ! I know the KCAGs are expensive but when you hear them the sound quality will last long after the price has been forgotten!

I'm jumping in late, but I wonder how many of the posters have heard one of the more recent DVD players (mine was a modded Pioneer DV-4l4, only recently replaced by a Sony XA777ES) playing CDs. My DV4l4, despite the raised eyebrows of some audiobuddies, more than held its own in a $25K system where it replaced a nearly $4K CD transport/DAC. Compared head-to-head with "better" CD players and transport/DACs, it was never outpointed until I got the Sony SACD player. You don't ALWAYS get what you pay for.

It may be that you are not letting the new player warm up long enough. I find that some CD players take extended warm up periods to achive their best sound. Mine will take 3-4 hours of being turned on before it sounds right.

Here's the deal in my experience. First, better CD or DVD transports will have a better sonic foundation, which usually yields better dynamic contast at least. However, the actual resolution and musicality you hear from a lot of these DVD players(at any price point), and some CD players, using higher quality hi rez dac's(like 24/96 andbetter), using standard CD's is pretty dern good these day's comparatively! You will find a much smaller disparity from CD playback on the whole from cheaper DVD pleyers vs more expensive players, simply because the Technology is greater than what's on the CD's to begin with!
And, if your using a digital out to your pre/pro instead of analog outs from your source, then your dealing with the potential sound of your pre/pro anyway, and things get even more similar from player to player.
I've actually found that using my DVD player's 24/96 digital out to my pre/pro makes the most sense for sonic return for the $!!! When I had a better 2 channel only preamp, things were a bit different, but still not that vasty better using analog outs of better CD players, vs Cheaper DVD players with higher order processors numbers wise.
I think for most peoples scenario, most modest DVD players can do a superb job from their analog outs for 2 channel into a pre amp. Yes, you can get better immprovements with units boasting better transports and parts, but the difference aint what it used to be with 16/44 bit CD source material any more! Infact, some DVD players of modest price will still outperform very expensive separates from just a few years ago!..you gotta weigh it out, depending on your system needs, and source material.
good luck