Getting a Peachtree iDecco is not a bad place to start. It has a nice DAC, headphone amp, preamp, iPod dock, and a decent 30W stereo power amp in one cabinet. It doesn't have a ton of power, but makes a great starting point. Get that and speakers first, then upgrade the power amp and just use the iDecco as a preamp/DAC. Then when you upgrade your Preamp, it's still a nice DAC and headphone amp. I use one of these as an all-in-one bedroom system - it's great. They're only $800 right now; I'd say that's a good buy even if you only end up using it as a DAC.
Scour here and eBay for a used Adcom GFA-5500 or 5802 for a really solid power amp that will drive just about anything. Aim for ~400 for the 5500 and double that for the 5802.
I'd look for a Conrad Johnson PV-5 to use as a preamp if you decide to avoid the Peachtree for some reason. Jump on one if you can find it for about $700. Seriously.
What's your current source, and what were you thinking for a budget?