what to buy first

Any speaker can only show you how good your amp is .

I agree with the aforementioned advice.  However it is my belief there is more than one way to achieve your goal. The first step is to consider what you see as a total system budget once completed. Do you have an estimate of this?  The answers to the questions posed by reubent would prove helpful.   

I have a marantz sr 7011 and bookshelf B&W 685.  I am using a benchmark dec running off my mac mini.  I don't have plans on getting a turntable.  I would like to do tubes amp and preamp.  I have an extremely large open room with 30 foot high ceilings and lots of glass.  Window treatments are not an option.  I have one area rug, but mostly tile floor in the room.  I have read about the monitor platinum 5 speakers and on paper they sound like a nice set, although I have not heard them. I will use the receiver and speakers in another room eventually but I plan on using the dec and mac mini on my new system.  Thanks for above responses.

Interesting question.  The Benchmark DAC/Mac-mini is a well-respected combination for a source.  However, based on my experience with a  Marantz SR5006 AVR, that is probably your weak link. Despite the power rating, it sounds very anemic to my ears.  I would go for as good an integrated amp as you can afford right now.  There are quite a few tube integrated amps advertised right now on A'gon across a very wide price range.  If you give us a budget, we can make some suggestions.  I agree that you should stretch as far as you can to get a good foundation and also agree that if you go for separates, then a really good pre-amp is the heart of a good system. 

For those who say start with speakers, I would reply that the Marantz AVR will not give you even a taste of what really good speakers can deliver.  Speakers that are designed with tube amps in mind are going to be very disappointing when driven with that Marantz.   And if your goal is a tube amplifier, then matching "tube friendly" speakers to the amp is critical, once you upgrade your speakers. If your budget can stand it, a decent sub-woofer with the tube amp driving the B&Ws might be a good idea.  And consider replacing the jumpers on the back of the B&Ws.  Cardas make some reasonably priced copper jumpers. 

Is there a component you desire and have been wishing/lusting for?

I'd start there.