a) determine what I'm willing top spend - for me and my system it's been up to $500 new or used. More than this is hard for ME to rationalize.
b) see what Music Direct has on sale (usually free returns, which I have only used a couple times).
c) consider the Cable Company's lending library. I always consider this but have never actually used.
d) search for Acoustic Zen on all the normal audio marketplaces. AZ products have rarely left me wondering "do I really hear a difference?"; others have.
e) read read read and read some more. Reading often leads me to search for new brands, but usually the reading and the answer to (a) leads me right back to (b) and (d). Why not (c)? I have no idea.
And very much agree with getting your components sorted out first!