does your system "warm up" and then sound better?

Yes, I find especially when listening to vinyl, that the cartridge requires one album side to come out of it's hibernation mode. I feel that the amps and pre-amp get better as they reach operating temperature as well.

I leave ss components on 24/7 (in low power "sleep" mode if available). Tubes I fire up at least 30 minutes before I start listening. I do think things sound better after listening an hour or so. Theo's observation about cartridge performance is interesting. I'll have to try and see if I hear a consistent improvement listening to the 2nd side of the first LP played in a given evening.

The 'no for tubes' is not true for preamps.
I have left my VAC Standard on so far, with used tubes on 24/7 for two years now with no deterioration.
Many tube preamps can go for a very long time before replacing tubes..
Not so tuube amps.And you should never leave a tube amplifier unattended anyway..
(My tube preamp is sealed, so I am far less worried about a fire in it)
All mine has are (2) 12AU7 and (2) 12AX7

So do you recommend that leave my pre amp and cd player on too? Also, do speakers "warm up"? What about cables? If so, how long does it take? Thanks for the info everyone! :-)

I think Mechans meant its not a good idea to leave tube gear on 24/7. I have to agree. Tube gear, just like solid state, usually benefits from some warm up time before listening.

To the OP; leave everything on that you can. If you leave your CD player and preamp on all the time, you should notice a nice difference. I have a CD player that takes several days to sound right after its been powered off.