$20K budget means you will need to buy used to get max value. Even then you are going to have to be a sharp negotiator.
I'd start with listening to different speakers where you can- dealer, friend, etc. Listen to the leaders in their class- ie: Maggies, Wilson, Sonus, Bryston. Each type has a "voice" that is somewhat consistent throughout the type (ie: Electrostatic vs. cone vs. hybrid)
Once you pick out "your sound" buy the best speakers you can afford. IMO speakers have the most dramatic and identifiable effect on your rig.
The next is a toss up- The saying "put your money in your DAC" saying has a lot of truth to it. Then your amp. IMO tubes are best for depth and soundstage but there are some fantastic SS amps out there these days that get pretty close.
Expect about a year to get this all right- and maybe some mistakes along the way. The process is fun if you you're a journey kind of guy. Most here on these forums are.