How can a 40 watt amp outshine a 140 watt amp

It all boils down to this. If the 1st watt doesn't sound good, why would you want 139 more of them!

to answer your questions you need to go listen to some equipment other than what you have now....if the sound is better and worth the money to you then go for it. Griffithsds answer was classic.

Mystertee...there are so many variables that explain differences in sound quality but the basic differences between high end audio and midfi equipment that you can buy at a large retailer like Best Buy is in the amplifier topology, circuit design, the quality of the parts used, the quality of the enclosure which the amplifier sits in aimed at shielding the circuitry from RFI and EMI and to reduce vibrations in the enclosure, etc...In short, the designers of high-end audio equipment are optimizing sound quality and the designers of midfi equipment are designing to a price point that focuses on number of features they can stuff in a piece of equipment (because that is how those units are marketed) and to simple measures like a power rating (which has no bearing on sound quality but the public has been conditioned to think more is better).

As to your questions what will you get with that Stingray is to experience it for yourself. Visit a few local high end audio stores (which you hopefully have in your area), and ask to audition a few systems at various price points and you can experience what high end audio is all about. Take some music that you are very familiar with and play them when auditioning and pay attention to how resolving the system is (do you hear details you did not hear before on your system), is it timbrally much more real/accurate (do instruments and vocals sound more natural/real vs, an electronic reproduction of them), do the systems present a soundstage with dense images floating from the speakers within that soundstage, etc...The only way to understand the difference is to experience it.

As to your final question, what's out there in the $2.5K range for an amplifier, integrated amplifier, or receiver (depending on what you want/need), the answer is a lot and to get appropriate recommendations, we will need to know a lot more about what you are looking for, what speakers you will be using with the amp/receiver, how big is your room, what music you like listening to, what source(s) you will be using (CD, computer-based audio, turntable, tuner, etc...).

Hope this helps.

@Cmalak
At one point in the history of audio there really was a struggle to get enough watts out of an amp to provide enough power to the speakers of the day to get sufficent volume. I am thinking of a period from around the dawn of home stereo "the golden age that extended well into the period of relatively inefficient speakers mid 70s maybe? In any event you are right that this makes very little sense these days but the last 35 years or more of experience has done little to convince anyone.
Indeed I have heard tales of Audio people trying their modestly powered tube amps in shops with high power SS much to the amazement of these shops own staffs that the first bad watt is jst as bad as the last one is tryue. Great saying BTW.