Whatever works, works. Although I suspect that a mix and match approach may be a band-aid approach towards fixing deeper component problems. Think about for a second -- the CD player is a little bright and the preamp is "revealing" -- the solution is an interconnect that is somewhat "soft". Such a fix can be very effective. Personally, I use Discovery interconnects for all analog connections, but I also use Sumiko OCOS for the speaker cables. It works.
Be consistent with brand?
IMHO when choosing cables shouldn't we try the whole system with the same mfgr? When the mfgr. designed the cable do you think they threw in a bunch of competitors cables to "voice" thier new design? Isn't this like putting different tires on all four corners of your car in order to balance the ride out? How do you folks feel on this?