I also did it. I only had the preamp for a month before I did the upgrade, so I really can't comment on changes in the sound. I upgraded the umbilical to a Triode Wire Labs cable. I think MW was recommending WyWires, but they were too pricey for me.
I should also add, I've had the Parasound JC3 and Pass XP-15 among a few other less expensive phono preamps. In my system the Parasound was a bit noisy, although it is very good. The Pass Labs was excellent and very quiet. Both have dip switches at the back, which with the configuration of my system, made access very inconvenient. For me, the MW 9.0x is the best of the bunch. It sounds wonderful and is dead quiet.
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