To answer your generalization, the average CD player doesn't give you any better sound than the average DVD player. I don't know where in the world you are or what your needs are; however, I will endeavor to give you some more info.
If you were happy with the Sony, you have an HDTV and either optical or coaxial digital inputs on your amp, you can pick up a Sony DVPNS700H/B for $81.99 at Best Buy. I went the extra mile and looked up the owner's manual on your old Sony. This one will replace all the audio features you had before (and I'll bet for way less than you paid for the DVP-NS715P) plus give you some updates on the video side.
Again with Sony, if you don't need the HDTV output or your amp has only coaxial digital inputs (or even just red/white RCA jacks), you will be happy with a Sony DVPSR200P/B for only $43.99.