Some people find the smorgasbord method to be a fun activity. Invite friends over, spend a few hours swapping cables in and out the system, do some critical listening and share some alcoholic beverages. You could get into an engaging argument about midrange liquidity or holographic cohesion. Does that sound like fun to you?
Alternatively, you could get a system like the
Linkwitz Orion where the loudspeaker designer actually specifies what amplifier and cables the loudspeaker should be used with. The designer makes the argument that his loudspeaker do not require exotic cables or amplifiers. If you are more knowledgeable about amplifier/loudspeaker interaction than
Siegried Linkwitz you'll be able to achieve superior results by carefully mixing and matching random components in an open ended system.
You could even go further along the line of system integration with the
Grimm LS or the
Steinway Lyngdorf S series products. Both integrate digital converters, source selection, power amplifiers, loudspeakers and cables into easily setup sound systems. I am told that both of these are top of the food chain type products. Both Grimm and SL started out as digital processor makers and then hired top designers to assists in other areas of design and manufacture.
The primary advantages of active loudspeakers is that they move the crossover from amplifier output level to line level and the load the amplifier will drive is a known factor. Basically less of your amplifier's power is not thrown away and the amplifier works into an optimal load. The execution of these concepts can be cheaply done with many corners cut or they can be done in a state of the art fashion.