Agree with Bwyoung. I'm not also sure whether just a straight listening would help. In order to evaluate a real difference between two very good components one should know what details to pay attention on, and it's not obvious when go from $1K to $20K level. Criterias of what is a 'good sound' should be adopted to a new quality level. All this just requires a lot of time...
In regards to CDP or DAC+Transport, I was recently looking for the answer on a very same question, one very experinsed person gave me an idea, for which I still feel obliged to him. He explained that while I consider myself on a budget (whatever it means for me), it worth to get more upscale integrated component then two cheaper separate ones. After some listening I realized the wisdom of this rule (there are some exception, such as power requirement for amplifiers, if one need it). It saved me money and I'm happy with my sound. Just my humble opinion.
In regards to CDP or DAC+Transport, I was recently looking for the answer on a very same question, one very experinsed person gave me an idea, for which I still feel obliged to him. He explained that while I consider myself on a budget (whatever it means for me), it worth to get more upscale integrated component then two cheaper separate ones. After some listening I realized the wisdom of this rule (there are some exception, such as power requirement for amplifiers, if one need it). It saved me money and I'm happy with my sound. Just my humble opinion.