When I was auditioning my system a few years ago I found that NAD amps were very good for the money. They had a very tight and punchy sound IMO, couple this with a pair of JBLs which again IMO offer excellent value for money. Not really sure what to recommend for a CD player Im afraid, it could be worth considering buying a XBOX 360 and killing two birds with one stone, spanking new console plus decent CD playback and a DVD player which supports the latest connections if you fancy upgrading your TV fairly soon.
At the end of the day it is all down to personal taste, I run an Arcam amp and CD player with B&W speakers and this suits me fine. I would say your best bet is to go to a decent independant shop, tell them your budget then listen to a good few setups.