Start with picking out a speaker and then work your way backwards. Many threads on system building with similar thrusts. The speaker-room match and the speaker to amp match are most critical variables to get right. Frim there, working backwards to choose pre-amp and sources allows you to fine tune the basic sound dictated by how the speaker will sound in your room and within that context how the speaker will sound being driven by the amp (either separate power or integrated)that you choose. My 2 cents worth.
Separates vs. Integrated
Rather New to the site, however I have been doing a lot of research about putting together a system with separates. I was wondering if someone could recommend some good pre-amps/amps in the range of $500 - $2000 that I should check out as a kind of starter system. Also, I have been researching integrateds as well, which seem like you get more bang for your buck, but they are similar to receivers (ie. not separate) - thoughts on going this avenue as well would be greatly appreciated. Oh and planning on running vinyl and cds mostly.