I've not heard the Vandy's but have heard good things about them. I owned a Jolida 302B for a while. Great little integrated amp, and I'd bet the 502 is as well. I'd consider pairing it off with a vintage Klipsch horn-loaded speaker. Heresys or Forte II's would both suit the range of your musical tastes well. The Forte's are substantially larger and kick out some more bass. The older Heresy's would take a bit of tweaking, but are very nice speakers overall and pair off nicely with tubes. Either of those would give you a handfull of $ back from your $800 budget and be very satisfying to listen to with the Jolida. They may take some looking for to find a local pair in great shape, but it would be worth the effort IMO. There are certainly other choices out there, but those have worked well for me. Big-bang-for-$. Don't even think about the current-production Klipsch that weren't designed by Paul W. Klipsch...you may as well by Bose, or perhaps something out of the back of a van if you live in an urban area.
Good luck!
Marco
Good luck!
Marco