Because you're at a nascent stage and on a limited budget, I'm going to suggest something a little more radical, and something I wish someone would have done for me when I was starting out.
First, I wouldn't buy anything right now. As good as some of the specific suggestions may be, I doubt any of them will cure you for long. I'm sure your system has more issues than just "grain" - you just haven't focused on all of them yet. In fact, no system on a low budget will be near perfect. The problem I see with changing one component at this level is that it is difficult to make a meaningful change. You may mitigate the "grain" issue with one purchase, but then the new/better component may expose weaknesses in your other equipment. This is the start of the equipment merry-go-round and will likely put you right back on this board asking a similar question.
So, what's the answer (on a budget)? I would recommend a few things.
First, obtain more audiophile knowledge before spending more money on audiophile products. I highly recommend Robert Harley's book for anyone, especially beginners. Everyone has two ears, but it's knowledge of what to listen for and what factors influence what your hearing that will get you quicker to your audiophile destination. The message boards are ok, but it's limited and hard to tell good/bad information.
Second, you should apply your increased knowledge and listen to as many systems as possible. Currently, you noticed the "grain" problem by comparing your system to a dealer's. The more systems you listen to, the better you will become in noticing the aspects you like and components that deliver it. There are no shortcuts to this knowledge. I'd get it on the cheap by listening to other people's system, dealer's systems, etc versus making numerous personal buying mistakes.
In particular, I would highly recommend attending the HE2003 show in San Francisco For the price of an audiophile power cord, you can probably fly there and spend a few days doing nothing but listen to a bunch a different systems in quite difficult environments. You should pick up alot of information listening and talking with manufacturers.
While most systems at such a show may be out of your price range, it may work to your advantage. Once you visit a budget room like Music Hall, Odyssey, etc, you will likely notice that the sound is pretty comparable to the "big boys" and realize that system synergy and quality budget components go a long way. Once you've come to this conclusion and gained a level of comfort, you may come to the same conclusion as my specific suggestion for you... sell all your existing components and buy a complete budget system that you've heard together and are happy with.
If you haven't heard anything at your budget level that makes you happy, DON'T buy anything until you can save up and afford more. This approach requires more initial patience, but it will save you lots of frustration and money in the long run.
