Best path to test different interconnects?

Just wondering what would be the best place in your system to try different interconnects? I have 3 different sets i would like to try but none are matching, xlo , tara labs rsc 2, and some signal wires. Would i get no real change if i only swapped out the set from the pre amp to the cd player and left the same set between the preamp and the amp. Do you need 2 sets of each kind to truly listen for a difference. Hopefully what im saying is making sense. Which path would make the biggest effect in swapping. I would think from the cdp and the preamp. thanx for any info Kevin