Just listen. Eventually, you'll find a speaker that 'sounds right' to your ears. Don't be afraid to audition above your budget. It just lets you see what can be done in a 'perfect' world.
The knowledge you gain will be something you can use for the rest of your life.
Once you have decided what speakers you want, then focus on the integrated amp and sources. Though after all this, I think you'll be looking at separates.-Hifi can be alot like Mr. Blanding's Dream House.
Just my 2 or 3 cents...
Bob