Best way to hear sonic signature of a cable?

For all the cable-heads out there: can someone suggest a way to test cables? the best way i've come up with so far is using only a headphone amp (with a volume control) and a cdp and listening through a set of cans. this keeps only one set of interconnects in the system. but it still doesn't tell me what the interconnects will do once a preamp is added, etc.

what do you folks do when you don't have enough resources to swap out an entire system with difference interconnects?