I think the headphone suggestion is a good one.
I had a very good bedroom system a few years ago. I was running an Onix A60 (SS integrated, unfortunately VERY rare) with an NAD CD player, using B&W bookshelf speakers (DM 302, I think). Sounded fantastic for a bedroom system... very good imaging and soundstaging, even at low levels.
Currently, I've moved on to a larger system in the living room. Using a JoLida 1501RC hybrid integrated, Sony SACD player, and full-size PSB Century 600i speakers. The JoLida is a great little integrated. The tube pre-amp really does add a touch of welcome warmth to the sound. You can find JoLida hybrids pretty cheap on AudiogoN, and I think they are a steal. They've had some spotty reviews on this site, but the reviews on www.audioreview.com seem pretty favorable. At the price, I think it is something you might want to consider. I've had a very good experience with my JoLida piece.