I would definitely change the preamp. I've auditioned the H/K Sig 2.0 in my system and was not impressed. I love the ML speakers you have, I'm sure the Krell drives them easily. The Krell can be a little hard though. You might try a tubed preamp, like a BAT or VAC. If you want to stay SS, I would try a warming sounding one, like one from Classe, Rowland, or McCormack. I'm currently using a Classe CP-60 and I'm very happy with it.
As for cables, sorry, they are system dependant. I currently like the Tara Labs Decade and/or Master Gen II cables. I don't have a Krell amp though, so I can only recommend you try before you buy, if possible.
Have Fun,
John