I agree with ZD.
I would add that the importance of the cables between preamp and amp will tend to be greatest if the output impedance of the preamp is high (as it often is for many tube-based preamps), and their importance will also increase in proportion to the length of the cables, and their importance will generally tend to be greater if the cables are unbalanced as opposed to balanced.
The same considerations apply to the cables from disc player to preamp.
The importance of speaker cables will tend to be greatest if the impedance of the speakers is low, and it will increase in proportion to the length of the cable. If the speakers are electrostatics, choosing speaker cables having low inductance will also tend to be important, especially if the cables are long. The importance of the speaker cables MIGHT also tend to increase if the amplifier uses significant amounts of feedback and/or has particularly wide bandwidth, and (for dynamic speakers) if the woofers are particularly sensitive to damping factor.
Hope that helps. Regards,
-- Al