My thinking is to put in from the outlet to the power conditioner first. It then enhances everything connected to the conditioner, instead of just a single component. Also if you have something cheap before the conditioner, it will be in the way of the better power cords that go to the components.
The amplifier would be next in my book. In my case the amplifier is directly in the wall, so it bypasses the conditioner.
Thirdly, I find CD players or DAC's benefit a lot from good power cords. Preamp maybe third, try it either way. (I have better cords on everything at this point.)