I was in the same boat as you a while back, but I did not want to build my own system, deal with third-party software, I did not want to use my MAC/laptop/PC, so I got the Bluesound Vault to get me started. Built in DAC, easy to load your CD's or HD downloads, and even old MP3's. Has the software to manage your library built-in, very good support, and also streaming so you can get an idea if you like it or not. Basically its a good introduction to everything digital.
Fuzztone is right, you'll end up spending a good chunk of money and time building out your own and still end up with a dedicated network player in the end. There are others beside Bluesound, but it's what I started with and it worked out well or me.