Alternatives to Cary CAD 300SEI, what are they?

If you aren't absolutely tied to the idea of SET (hard to find one at the Cary's price point in a 300b SET that will have decent bass) you might consider the Leben CS-300XS. This integrated retails for $3500 USD and it sounds VERY good IMO.

Which speakers are you looking to mate the amp to?

Used Air Tight, USD 4500? Its way out of my budget now. Of course, when the amp, used, cost the same as another one new, you expect some better sound, right? Of course, transformers are the things and I believe you can upgrade Cary as well, but up here, in Europe, Cary cost EUR 5500 new, can you believe it? Well, I do.

Lets say that I am aware or Air Tight, but come one guys, must be more that just that, or I am dreaming?

My friend has the Cary and it's a nice integrated but I think there are better alternatives.

If you are able to find one on the used market, an Air Tight ATM-300 integrated. A bit more than the Cary (used vs. a new Cary) but a world class unit.