interconnects

How important is the cable between the Preamp and Amp? I have been told and read that it is the last one to upgrade. You get a bigger up grade for the money if you do speaker cables or the interconnect between your Disc. player and Preamp? So if you have the chance to upgrade one of them and your Speaker cables and the interconnect between the Disc player and preamp are level above the Preamp-Amp connect. Would you upgrade the interconnect in the Disc player-Preamp to a higher level or would you do the Preamp-Amp interconnect to match the level of the other connection of Disc-Preamp? Yes to upgrade the Disc-Preamp interconnect would cost more than bring the Preamp Amp interconnect up to the levels of the rest.
Thanks for your impute