Should I stick to the same manufaturer?


What should be replaced first Preamp or cd player or something else?

System:

Speaker Cable- Monster M2.4s 15'pr.;
interconnects- 2m Monster M1000i;RCA connections not balanced- preamp will not accept balanced;
Speakers- Martin Logan Prodigy;
Preamp- Audio Research LS1;
Amp- Mark Levinson No. 336;
cd player- California Audio Lab icon mkii;
Tuner- Magnum Dynalab MD102;
electrostaticman
For cables:

New School:

Harmonic Tech
Acoustic Zen

Old school:

Transparent

For Cd player, please understand I am biased:

BAT VKD5SE

Good listening to you!
I would look at the simplest and least expensive items first such as the cd player and cables and ask yourself how much you want to spend and what is it about your system's sound that you would like to change ?
The Acoustic Zen Line of cables are fantastic as are the ones from Ecosse , Analysis Plus and others. A new cd player would depend on the amount that you want to spend but to get a nice upgrade you could look at the Rega Jupiter 2000 if you want a nice smooth, laid back and musical player or something like a Creek or Naim player that offers detail and speed. The new Bel Canto Dac 2.0 is another great piece and it offers upsampling . Other manufacturers also have nice cd players such as Arcam and Musical Fidelity to name a couple.
If you purchase a new cd player or preamp from a dealer have them send you some cables to try with your system as they are very easy to return .
When you have exhausted speaker placement, and room acoustic treatment exercises, and are satisfied with your speakers ---selected as appropriate for your room volume, and having gained sufficient self knowledge of the psycho-acoustic phenomenon in the process, spend on the gear to support the speakers, followed by the subtle difference in cables and tweaks.

Of course if you haven't found some very rare decent source material as a reference, it could all be an exercise in futility at that.

Try at least one of the CD's recommended at: http://www.linkwitzlab.com/Music for a reference if your goal is hearing the individual instruments as they actually sound live, and to reproduce the concert hall experience as closely as possible in your room, with your system.