1. Room - No matter what you do to any system, some rooms just sound bad. My room resonates horribly at about 115hz because of the amount of furniture in it. With it out, it isn't nearly as bad.
2. Speakers - Regardless of "source first" arguments, a £500 amp with a £500 CD player and £10,000 speakers, sounds better than a £500 amp, £10,000 CD player and £500 speakers. Of course there is moderation and system matching to be taken care of within this argument, in general if you want to change how your system sounds, vastly, this is the next best thing you can do than greatly altering your room.
3. Power Amp - So, you want to get the speakers moving properly. Try running a pair of B&W 802D's on a Musical Fidelity A3 power amp; it wont sound good, trust me, I tried it last week! Get yourself a proper power amp with a ton of current behind it. Think 60A+, this will make a huge difference to the bass performance of a lower (6 and under) impedance speaker.
4. Source - Yes, it's important. Not as important as it was when DAC's were much younger though. Changing source is now what I'd call a fine-tune. Get a well balanced speaker, a high current power amp, then go in search of a source to fine tune to your perfection. Remember, this step is more about the sound produced than money spent, you may be pleasently surprised at what you find.
5. Pre-Amp - Okay, so what does a pre-amp do? Well, many pre-amps are passive and still as loud as active ones. A pre-amp is a volume control, which makes the output of your CD player quieter. That's it. It's a volume control for several sources, nothing more. Not much to be done here other than get a reliable and well built unit.
6. Rack - As long as it's solid and doesnt wobble about, it's fine; your investments are in good hands.
7. Cables - Speaker Cables make more difference than any other, digital cables make (debatably) no difference
8. Power source - Is your fridge sharing the same 13 amp plug (as in, both wires going into one plug) as your power amp? No? It's fine. As long as nothing on that mains line is going nuts and using very variable amounts of power (ie a Kettle).
Of no importance: The recording. Listen to Gorgoroth's original albums, they sound like they were recorded in a cave with a tape recorder, but that's how they're supposed to sound. This is purely subjective in that I don't like how the Rolling Stones' songs were recorded, yet some hail them as materpieces. If you like the recording, you do, if you don't, then you don't. Remember the artist makes the track sound like they want it, if it's meant to sound washed out and colourless to portray a mood, then deal with it.
Just my take on things and how I order them, I am of course coming frm an angle of "How do I enjoy music as much as possible?" rather than "Damnit, I cant hear the mahogany of the chairs used in the recording studio vibrating at the third octave abov...". You get the point, enjoy music, it's the most enjoyable thing on the planet. Buy for your enjoyment, not to be 'the best'.