Dave,
Do you have any WAF (wife acceptance factor) needs? If you don't need the system to be esthetically pleasing, you can spend WAY less than $5000 for a killer basement system. Oh, and no need to worry about heat either. Simply build a system around a good SET amp that uses only a single output tube per channel. This will keep the heat down and will reduce retubing cost.
Since you only list a CD player as source, you could go with a good CD player that has variable volume control and completely skip the preamp. This again keeps your cost down and reduces heat.
Lastly, speakers could be any high-efficiency design from a simple open baffle (piece of plywood with a quality full range driver stuck in it), to a complex horn loaded system using a single driver. I'm currently using this single driver speaker (I bought the review pair):
http://www.hempacoustics.com/Review.pdf
They aren't pretty, but they are inexpensive and very easy to build. They sound fantastic too!
So, You could buy a good CD player with variable volume control for $800-$2500, a good 2A3 SET for $500-$1500 and a pair of high efficiency speakers for $400 (open baffle DIY) to $600 (HempAcoustics DIY) to $1800 (Omega Max Hemps) and have a great sounding system. It would cost between $1700-$5000 depending on your choice of components.
There are lots of other alternatives, but I like the "simpler is better" philosophy.....
Enjoy,
TIC