Hi Bearotti,
I can see that you prefer a laid-back kind of sound judging from the selection of your equipment and speakers. Classe is smooth and warm while JM Labs are warm 'in comparison' with B&W's. I don't think of B&W's as bright so I am guessing that JM Labs will be much warmer than B&W's.
I am guessing that your preamp may be the weakest link at the moment IF the quality is similiar to CP-35. The quality of the Classe CP-35 preamp is not too good being the lowest range in the series after some advice from my fellow mates. I had considered this piece long time ago for my power amp but got the Plinius M7 instead. After I upgraded the M7 preamp to Sonic Frontiers Line 1 then only I noticed the M7 was trash. The jump from the SF Line 1 to the ARC LS-16 was even greater. That was when I realized that the quality of preamp is very important, and in my opinion even greater than power amps. Low quality preamps tend to mask detail, dynamics and transparency. By the way, ARC stands for Audio Research and not Acoustic Research.
I have no experience with BAT but it was said to be a much warmer unit in comparison to Audio Research, so may well be your cup of tea. I am contemplating of moving up to the LS-26 if fund permits but I am quite satisfied with my current setup at the moment.
I think it's worthwhile to spend more on equipment if you like the way your speakers sound. I was somehow influenced by a guy here who used quality electronics costing much more to drive his modest speakers. He was using ARC LS-26 and 300.2 amp(both costing $10,500 retail) to drive some Proac Response 1sc($2,100 retail).