I'm not a believer in power cable "upgrades" unless it's for cosmetic reasons or there is physically something wrong with the cable being used. Most houses are wired for power with 14ga solid copper wires availbable and inexpensive at any Home Depot. Those are fed by miles of cable running all over town to your house. A 3-6' power cord isn't going to somehow improve the "quality" of elecricity feeding your system.
It sounds like the interconnects you have are fine. I really like the Blue Jeans cables, they look great and work.
A power conditioner can help in some cases, but only if power you're getting is dirty. This has been reported as visible on some tv's. If your power isn't dirty it won't really make a difference.
You only posted the brand of your dvd player, not the model. That makes it difficult for anyone familiar with that brand to know what features it has or if any benefits can be had by changing it. I like hi-res audio, like sacd, dvd-a, or blu-ray. If you haven't tried listening to any of those, you might want to give it a try.
Room treatments do come in many sizes, shapes, colors, thicknesses, & esp prices. Some can be ordered with custom prints on them to make them look more like art and less like a futon mounted on your wall. They can make a dramatic improvement in the quality of your sound. Just something to consider for down the road.
One last thing that can a difference. Tweaking the positions of the speakers or seating position just a tad. Maybe try something like the Rives test tones cd to help tweak your sound a bit.
Jack