Newbie question concerning connections

The analogue stage in a DAC or CDP is very important. The DAC chip is only part of the circuit.

"With regards to the dac in your receiver, they have a reputation for being the lowest quality dac you can get."

I agree unless you are at the high-end, high price.
Take advantage of the tube analogue stage in the Jolida. I owned a JD-100 and liked the sonics when using NOS tubes. As for not hearing much difference between stock and GE triple mica’s, it’s possible these tubes are not up to spec or your system is not revealing enough to hear the difference. IME, you should hear a difference over the stock Chinese tubes.
Only buy NOS tubes from a reliable dealer.

I have to agree with johnmark101. Choosing between the 2 is a very personal choice. We all like different things. That said, I'll give you some info that may help.

People buy the Jolida because of the dac. There's not that many tube dacs/cd players on the market, and some audiophiles won't settle for anything that doesn't use tubes. With regards to the dac in your receiver, they have a reputation for being the lowest quality dac you can get.   

@ johnmark101

You are correct about where the D/A conversion process takes place depending on the connection.  However, as it's unlikely anyone has the exact same components and system, any advice on which sounds better would be nothing more than conjecture and therefore unreliable.  Try it yourself and determine which sounds better to you.  You can use one of your analog interconnects for the digital connection if you don't have a digital cable.  Won't be optimum if it's not a 75-ohm impedance, but it will give you an idea if there is a difference worth exploring, at which point you can pick up an inexpensive digital cable to explore further (most cables labeled for video are 75 ohm or close, but always check).

Thanks for the response.

But in regards to my question, which way would be better in your opinion, digital or analog out from the CD player.  My guess is that it depends on which does a better D/A conversion, the receiver or the player, which would be based on which has better processing......which I guess is what I am asking in the end.  The CD player uses the Burr / Brown DAC.  No idea about the receiver.

" I currently have it connected to my Anthem MRX-310 receiver via the analog output. If I understand correctly, this way the D/A conversion is handled by the chip set in the Jolida and is passed through the receiver with little processing."

Correct, except that there's no "little" or "more" processing. If you use the analog outputs on your CD player, the signal was converted from digital to analog inside using the Jolida's dac. If you went digital out on your CD player, and sent the digital signal to your receiver, the Jolida would be used just as a transport, and the dac in your receiver would perform the digital to analog conversion. 

" I swapped the stock tubes for a pair of GE triple mica black plate tubes which I purchased used. I think it was a slight but noticeable improvement. "

You need to give it some time. The more you listen, the more details you start to hear. Listening is a skill like any other, and it just needs to be developed. Also, if you decide to upgrade later on to components that are capable of showing more detail, the differences will be even bigger. 

One piece of advice. Don't by anything unless you evaluate the product and hear the difference for yourself. If you take peoples advice when making your decision's (including mine), it becomes a very risky game. Use advice as a guide to where you feel you need to go, but don't act on any advice unless you verify it for yourself.