Although I disagree with Johnny2Bad's reasons, I do agree with his conclusion that the Onkyo A-9010 probably will not be an improvement over the Cambridge Azur 340A that you now have. Both amps are rated with similar power, and, as far as I can see, the only difference may be that the Onkyo provides a built-in phono pre-amp section that is absent in the Cambridge. Considering the inexpensive prices (at least in the USA) of outboard phono pre-amps, I think you would be better off taking that path.
I can personally recommend the Audio Technica PEQ3 phono pre-amp, if it is available in the UK, but there are many other good choices in the inexpensive price range of less than 100 US$.
Have you considered a turntable that has a built-in phono pre-amp?
To indirectly address your other questions… the largest contribution to sound quality in any system is by the loudspeakers themselves. If you are pleased by your present speakers, keep them. If you are dissatisfied, look for new speakers, not the other electronic gear.
The primary job of any amplifier is to provide enough power to easily drive your speakers at your desired volume levels without audible noise or distortion. I haven't heard those speakers, so I leave that judgement up to you.
Don't be sucked in by the unwarranted hype surrounding vinyl records. It may be presently fashionable, but the sound quality cannot be better than an original CD or a loss-less digital copy such as FLAC. And it will definitely be more expensive.