First, you will need to decide if you want your system to excel when bench tested, or to sound good. If the former then visit ASR, which does an excellent job of measuring and if the later, throw out sources that take money from the industry and use your ears.
In general, something that cost $1000 out performs something that cost $10, but this isn’t always the case. I recently put together a system from scratch over eight months. I had been heavily into this hobby twenty years ago, but then got married and lost my listening space. Now rectified, I had a 131/2’x24’x10’ dedicated room without anything in the room. So, to start out is the question of money. I started building the system without realizing that realistic musical reproduction requires lots of money. Consider building a digital system and forget the extra musicality of analog. That dream greatly increases expense. Next, visit your local shops with a budget in mind for an integrated amplifier and speakers. Only purchase based on the pairing that you have listened to. Buy the speaker/integrated combination together. Then I found a major internet dealer with a sixty day no questions asked return policy and most importantly, I found a sales person that really knew what he was doing. This step can also be provided with local dealers, but I will say that my purchases from local dealers were at MSRP and those through my internet dealer was greatly discounted. My sales person first concentrated on clean power and proper budget appropriate cables.. I made multiple trades, including returning some equipment and then buying a different component from a forum/dealer/member here who I have found to be absolutely reliable. Lastly, there are at least half a dozen people that post on this forum that have decades of experience and are willing to help you out.
So step number one is to decide if you are going to trust measurements, or your ears. Notice I’m saying trust your ears and not mine.