I had a pioneer combo years ago, (can't remember the model sorry) under my hifi friend's influence, I too was inpsired to try out cables to improve my system's sound.
I went from stock cables to chord cobra I/C, QED anniversiry s/c, I wouldn't say there was "no" improvement, but couldn't hear much difference. I'd say save your money for now, and use it on other components first, the amount of money you spend on decent cables, you should be able to strech it a little and get a decent 2nd hand amp, or speakers.
Maybe 2nd hand arcam or Nad amp for a start? Get something for pure music listening and it will reward you, and what type of music are you into?
Andy