Paraphrased from page 3-4 of the Audio Alchemy Digital Line Controller (DLC) Preamplifier manual.
(paraphrased)
1. Do no plug the preamp PSU into AC mains, yet. Powered OFF.
2. Connect DC input from preamp to PSU. This grounds the preamp and you may see a small spark, which is normal.
2a. (I'm adding this) I usually connect the speakers to the power amp at this point., and if the preamp has a manual volume attenuator I crank it to the lowest setting and mute it. (I learned the hard way, once!). I also plug my power line conditioner into AC mains at this point and turn it ON)
3. With Preamp and power amp powered OFF and NOT connected to AC mains, connect interconnects from amp to preamp. (grounds the connection between the two?)
4. With source components powered OFF and unplugged from AC mains, connect interconnects from source(s) to preamp. (grounds the connection between source(s) and preamp?) (note: manual does not say what to do with turntable ground at this point. and not having a TT, myself, I do not know either!)
5. At this point I connect the preamp's power supply (PSU) to AC mains.
6. At this point I connect the source(s) to AC mains.
7. Finally, I connect the power amp to AC mains.
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Power down is the reverse of power-up for me. Also, any time I switch interconnects between ANYTHING, I perform a full power-down sequence, disconnect AC mains, and ground all interconnects to the preamp in sequence.
I had an audiophile friend over last month, and he watched me power the system down like this just to swap an interconnect. He was actually quite impressed that there was a "sequence" for doing this. It's quite easy to perform by rote memory.
Basically.
1. Ground preamp to its PSU
2. Ground all interconnects to preamp.
3. Ground to AC mains (pre, source, amp)