Just starting out

I think you are on the right track. If you have no CD's, building a system around hi resolution downloads makes sense as your primary source. Part of what you should consider is your taste in music. If your interest is primarily classical, be aware that there are an enormous number of classical SACD's available, and SACD is possible only by playback of the discs. Even with that consideration, with outstanding equipment, SACD sometimes offers only marginal improvment over red book CD. The high res stuff I would expect to be closer still.
I have ~ 1600 CD's, hundreds of SACD's and a an outstanding CD player, and I still plan on putting together a computer based system within the next few years. If you want to focus on digital sources, you have to think that a computer (or server) paired with a DAC is the future. Might just as well go that way from the start!

Music servers are easy to use, at least some of them. The problem with these is generally sound quality. It can be improved significantly by adding a digital reclocker.

If you want the best possible SQ, this will not deliver it. The best SQ is currently from a select group of USB to digital converters. You will need a computer, like a Mac Mini and playback software like Amarra to make these sing. Then need feed a decent DAC, like a Wired for Sound DAC2 or Metrum Octave.

Use a transformer-based preamp like these http://www.audiocircle.com/index.php?topic=89744.0 and you will get a good result. Use an active preamp or receiver, and all of the great SQ will be buried.

Steve N.
Empirical Audio

what is issue with active pre-amp? thanks