Lots of good input so far, here's what I can offer...
- You're looking at lots of great brands, so you're off to a great start and whatever you bring home this first round of buying, chances are it's good stuff and made well
- While they're all great brands, they may not all sound great to YOU. This is a lesson I had to learn - speakers that were reviewed well and loved by many turned out to not be my personal cup of tea, but there was no way to know that without trying them first on an extended basis (for more than just a 72 hour home demo). You may choose great pieces and get them home together and after 2 months you're wondering why it's not ideal. If that happens, don't despair, and don't put too much pressure on yourself now to get it perfect the first time. Chances are, you probably won't, and that's ok. It's fun to discover and try new equipment.
- Cwinfrey's suggestion to buy 2nd hand, demo, used, audiogon, etc. is a good one. I did that, bought stuff in mint or near-mint condition 2nd hand, tried it, and if it didn't work I could resell it and recoup 90-100% of my money. You don't always have to buy used, but try and do so where opportunities present themselves.
- Keep an open mind, don't be afraid to try brands that may be off the beaten-path, and let your ears in your room with your music be the judge. Even if 100 people tell you to pair a Ragu integrated amp with some Ronzoni speakers and that it's the greatest thing in the world, if they don't make you dance naked then try something else. You'll eventually find yourself dancing naked (like the guy in Silence of the Lambs?) and you'll know you've created a great system.
- While there are tons of great brands out there, you may find your ability to demo or try certain brands limited simply by what's available in your area or available 2nd hand here on Audiogon. So while the choices may seem overwhelming (they were to me), the reality often turns out to be less overwhelming as you may not be able to actually try all this stuff without great financial risk or expense so start with what you can get your hands on easily and work outward from there. And yes, building a good relationship with a local dealer can be very rewarding, and being limited by what your favorite local dealer carries may not keep you from creating a great system.
Hope all that rambling helps...