Just as with speakers and amplifiers, I think it is a good general rule of thumb that electrical alteration is much easier than electro-mechanical conversion. Thus differences between pre-amps are much less likely to be audible, while differences in the stylus/cartridge/tonearm system are likely to impact SQ.
So, don't get a $150 phono pre-amp to fix the SQ of a $100 turntable.
Of course, make sure the little switch on the back of your turntable is switched so the turntable's built-in phono pre-amp is bypassed if you are using your Onkyo's phono pre-amp.