Good-sounding audio components?

No one has mentioned the obvious point yet, but one of the first things you need to do is decide what you can afford. Then, see what your options are within your budget.  While it doesn't hurt to listen to high end systems out of your price range, you might be surprised how good many of the items are within it.

At your price range, you should check out the DACs and headphone amps from Schiit. They have some great sounding items available in your price range, though they do not offer CD players.