Why did you choose the components and speakers that are in your system?

It's important to have a goal in mind.

From your post it seems that you are not a newbie, so you more than likely have a good idea what you like and what you want. It may be a huge multi amp, horizontally bi-amped monster of a system or it may be a simple flea powered SET system; I think in all cases you it would be beneficial to have the complete system in your minds eye as you start. Nothing stops you from tweaking along the way.

I had Apogee Duetta IIs for years, loved the planar/ribbon sound.  I had to put them in storage for a while, and one got damaged while moving them back.  Long story short, I had a couple of DIY 2.5 way speakers based on Usher drivers I built that I used in the interim.  While they sound good, they didn't match the Apogees.  Did some speaker evaluations and wound up with Maggie 1.7i, being the closest within budget at the time.

Had a PS Audio 4.5 preamp, blew a channel shortly after hooking it up.  My old DB Systems preamp had a bad cap, and I wasn't sure at the time whether I wanted it fixed.  So I got an Emotiva XSP-1 Gen 2 preamp as a dealer demo.  I figured it was something half decent until I could make a decision on a permanent preamp, and at the price, I could probably get out of it even.  It served it's purpose.

A little while after this my Bryston 3B amp blew a channel.  Sold it off and bought a PS Audio S300 as an interim amp.  Good reviews and they offered to take the non working PS audio preamp on a trade with a generous trade in value.

Somewhere in there, I decided to get a dedicated phono preamp.  Thanks to many good reviews and advice gotten here on AG, I picked up a Herron VSPH-2A after talking to Keith.  It was more than I wanted to spend at the time, but any misgivings went away when I hooked it up and started listening.  Best move I could have made anywhere near the price point, I'm totally convinced of that.

Fast forward to a couple weeks ago, as a lark I put in a bid on a BAT VK-30SE preamp that I thought didn't have a chance of winning.  But it did :-).  Turns out it was just serviced (same month as the auction) by BAT and came with a brand new factory set of tubes to boot.

A side effect of the new preamp was that I appreciate how good the PS Audio S300 is.  I still want to eventually replace it, but I'm not in a rush at this point.  It's kept up really nicely with every change I've made in the system, and drives the maggies with authority at any volume level I would even consider for short periods, and does a great job on all types of music.  Pretty amazing for a real budget amp.

So, basically, some research, some educated guesses, a lot of listening, and some total luckouts. Good luck with your journey.  

I'm with oldhvymec, start with the speakers you like and build up to them.
I like ESL and Raal ribbons also.  AMT's are OK.  They all blend together satisfactorlly. They all require juice to perform so tiny amps are out.
And cooler is better for me since I do not own a power company or solar.

Good question!

You have to start with the thing you have least control over which is the room. I choose speakers likely to perform well in my specific room, then an amp capable of driving them very well, and things unfold from there.