Whats the deal with CD players?

There are a bunch of good ideas here, i might try some better interconnects, but i remain skeptical on how improved conductance will help over such a short distance, especially considering the innards of my components will not be nearly as good as the cables. Granted the improved sheilding should help, but i havn't had any ground hum problems and have a fairly low noise floor.
As for my equipment, I use the H/K signature amp and preamp (i use the preamps direct inputs to bypass the dsp)my speakers are the dynaudio 1.8's. I am happy with my current setup, the only thing that has led me on this search was that my sony 300 dvd player cannot play cdr's, so i have been looking for a dedicated cd player that will also improve my regular cd's. I was just suprised how little improvment other players made considering what i have read about the importance of the source. I didn't want to mention the CD players i have tested b/c the salespeople were nice enough to let me demo them, but they were all highly rated and ranged from 300 to $1100.
I think my testing methods are sound, i have given each extended listening periods with pre-broken in equipment, with many music samples. I don't think a person should have to train their ears to hear minute differences. In my opinion, these differences should be apparent, so that an $1100 dollar CD player would be able to trounce a $300 dvd player. Again, this is my opinion based on my limited experience and crappy cables. I will try some new cables and update my post. Thanks for all the responces, the posts have been quite inciteful.

Since my first post, i picked up some inexpensive audio research interconnects and a used rotel 965bx cd player, and i am quite pleased with the results. Firstly, freebie interconnects should be thrown out, my cheap AR's made everything a bit cleaner. I'm not sure how much better other interconnects are, but these seem pretty good. With music, the rotel seems louder then the sony dvd, i have to turn down the amp 3 or 4 db to get the same output. I also noticed the rotel weighs about 2x as much as the sony- does this mean a better power supply? At the same listening levels, the dvd player has a wonderful midrange, and somewhat more detail, but the rotel seemed to present a larger soundstage, and smoother top end, which i preferred. In one word, everthing was bigger with the rotel. Perhaps one day i will go back and try to listen to other cd players now that I have a better idea of what to listen for.