What is wrong with my system?

Compared to putting in a new major component, such as an amp or preamp, it is relatively easier and less expensive to swap out fuses, interconnects and speaker cables but these latter changes yield little, if any, improvement in SQ.

I would agree with Russ69 a tube preamp will go a long way in creating the sound you are shooting for.  A Cary SLP98 or 05 would be my choice but use your ears.   Then room treatments.   With the room treatments you don't have to get fancy,  plants, flowers and rugs/tapestries go a long way and have a better aesthetic keeping the other half happy.

     Build some good subs out of some old cabinets, then get a good preamp and amp to control them separately.  It works for my older 803's.  B&W tends to sacrifice bass output for accuracy.  Your speakers are great, but B&W also prices their speaker so high that we need a dedicated listening room of the exact size, or smaller, for them to function properly.     .In my bedroom, my speaker sound awesome, but in my main 35 x 25 room, with 14 foot ceilings, I need extra bass on most recordings.
     Time align the subs with the speakers by measuring the drivers.  The center of the sub magnet should be parallel with the center of your 802 woofer magnets.I did have Classe electronics (A bunch of it that was given to me), did not prefer it to my Audire, especially in the bass, I could have been perfectly happy with it.  Ditto for my gift Bryston pre-amp (Now on TV system), which was pretty much bassless with my subs, both with the Bryston and Audire amps, so that is another thing to try out. 
     Another thing?  Do you have tone controls?  I do not, but with one of the Classe preamps, it worked well with some bass boost.

Fanny,  just toe the speakers out quarter of a inch  I understand the speakers but should be fine after 

First understand that B&W Group includes Classe and Rotel. Any Store/Salesperson will be inclined to sell/pair any combination of these units regardless of performance. A more modern version of this is McIntosh paired with Sonus Faber. That Said...

The B&W 802D has a tight Frequency Response - 28Hz - 34KHz. Typically you want a speaker that can capture as much of the frequency range as possible say - assuming your budget falls within the components you purchased you should be looking for speakers that perform within 23Hz - 40KHz. The frequency response will guide you towards your final choice which will be made with your Ears.

If you are looking to extract as much performance out of your existing set up, I agree with those who have stated -

You need more power driving your Power Amps. Look at your power delivery. If you are using Stock Power Cables your Amps are probably not even operating at 50% capacity. Check out Puritan Audio Labs, Audience Adept Response for Conditioners - For cables in this assumed price range  I like the Analysis Plus Silver.  

Invest in a Substantial - Tube Pre Amp, CJ is a great build and has some solid deals, Rogue Audio, Backert Labs, BAT, Older AR - before The McIntosh Group.

Invest in better Cables - Cable Company has a Library Program which is a great resource. Other companies are Silversmith Audio - Fidelium Cables, Tempo Electric, Thales, Analysis Plus.

After making these changes, I would suggest the next Investment be in a Pair of Subs, IMHO - REL 510 will get your Frequency response down to 20Hz.

Finally your CD Player - I would look towards a Player with a VRDS Mechanism. Developed by TEAC - Esoteric Player are built around the mechanism. Philips I believed just released their version of the Mechanism within the last couple of years. 

I have always found better deals/ more bang for buck in the used market.
Good Luck