living room as an Audio Laboratory

It certainly can't hurt, but you'd probably learn more after a 2 day visit to any major audio show. You can buy used gear here and often sell it a few months later at equal to or close to what you paid. If you try lots of gear you will learn. 
The other good way to learn is to join a local audio club if you are fortunate enough to be near one, and then listen to as many members' systems as you can. Listening to a variety of gear in a variety of real listening rooms will teach you plenty, especially when owners tell you their stories of system evolution.
IMHO, you will learn more useful info for the future by reading computeraudiophile.com than by worrying about differences in CD players. They become less relevant daily. Cheers,
Spencer

I'd suggest you find a good dealer - there are still a few of them around! They can help you prevent purchasing mistakes and can often loan you items to try at home.

You have a solid system now, congrats! Everyone is giving you good advice. Everyone is different, but I tend to buy used, nos, etc. 

A good dealer can help a lot- unfortunately I don't have one due to location. I would fight the feeling to bet all your money on one component or setup until you experiment a little. 

In my opinion there is a lot of great used gear to enjoy and learn from. 

It can be a great hobby!

Sounds like a good plan with a good start.  There's a plethora of nice used equipment 'out there', vintage and not-so 'bleeding edge' to choose from.  Audio shows and dealers are good for expanding your knowledge, but keep your 'hype antenna' engaged.  There seems a lot of it about...

Keep in mind that your 'ultimate' listening space will react differently than your current one.  I'm a big fan of active room correction equalization, which IMHO 'levels the playing field' from one speaker to another.  Speakers one and all have different 'voicing', so I'd concentrate on what and how a particular pair renders what you like to hear and what you're familiar with.

Go forth and have fun.  Don't get too caught up in 'the art of listening'...you want to listen to music, not How the music gets into the room...IMHO...

You have a great system to start with. Prior to expending dollars, I would take the time to listen to different systems and get an idea of what your sonic preferences are. Ones best system/$$ is that one tuned towards ones own preferences. What you learn will be applicable regardless of room size. For now I would stick with your Marantz integrated and CD player and focus on speakers.

You will learn most by swapping out speakers. Given your current room size and that you have stands I would give a listen to different stand mount speakers that are compatible with your current integrated. You can buy used ones and sell them more easily as shipping costs are reduced. I once owned the paradigm 20s V.4 and liked them very much, however there are so many other good ones in same price bracket offering a different sonic signature. The idea of adding a subwoofer is credible. 

One piece of advice, purchase a copy of Robert Harley's 'The complete Guide to High End Audio', 5th edition. Best $40 you will spend. Can be bought from Music Direct.