@oldrooney - I would start with speaker, then interconnect, then power.
Starting with the speaker cables allows you to hear the fine details provided the other cables
For Interconnects, build the source to pre amp first, you should hear a significant improvement. Then build the Pe to main amp IC
For power cables, start with source components, you'll hear significant improvements, and as you proceed to the main amp you will start to hear the fine details of the Vemue acoustics
Ive found the biggest improvement with my source components. Especially my more budget oriented Bluesound Node 2,
My Simaudio Moon L5,3 phono stage revealed significantly more fine details and produces a larger and more detailed image
My main amp is a Bryston B135 integrated amo adn the speakers are Gershman Acoustics Sonogram, which are very detailed and now "invisible"
My room is quite large, but with a low ceiling (7.5 ft), so I have very little in the way of sound treatments, just furniture and broadloom, but the image is stuning
Regards, steve