Personally, I would never spend more than about $2000.00 for a new CD player, no matter how good the rest of my system is (I assume you are using cost as a proxy for quality -- always a risky assumption in this hobby). I've had any number of CD/SACD players (I bought my first CD player in 1984 or 85, I'm not sure which, at the "breakthrough" price of $400.00), with purchase prices all over the map. My experience has been that once you pass $1500/$2000 MSRP, the incremental increase in reproduction quality is so ephemeral, and subjective, that it doesn't justify the expense. I wouldn't be too surprised to find that we have folks with $40K systems out there that are happily tooling along with $700 or $800 CD players.
YMMV
YMMV