My first REAL system...need some advice

I am providing you with several viable systems within the price ranges you suggest ($2000 to $4000 USD total). My preference is to go for a balanced system with a quality source. The theory being you want to avoid garbage in, garbage out from the very start.

System 1: $2048
Rotel RA-1062 integrated $699
Rotel RCD-1072 CD Player $699
B&W 685 Bookshelf speakers $650/pr.
Total cost: $2048 plus tax, cables and stands

This is not a bad system you have put together on paper. The Rotel electronics are fairly neutral and the amp is powerful, if a bit sterile sounding. The B&W 685's sound great with strong bass and smooth treble - a whole lot better overall than the model 602/603's they replace. If you are not putting these on a shelf, you would need to spring for stands. You could probably find the electronics used and get into the system for considerably less than retail price given here.

System 2: $2174
Cambridge 640A V2 Integrated Amp $600
Cambridge 640C V2 CD Player $600
Cambridge 640P Phono Stage $169
Dali Ikon 2 Bookshelf Speakers $805
Total cost: $2174 plus tax, cables and stands

This system would be in my mind a bit better than the Rotel/B&W system in terms of resolution, musicality and PRAT. I think the Rotel's are a little heavier duty build compared with the Cambridge electronics, but the Cambridge stuff offers more power, more and better DACs and a better phono stage compared with the Rotel's. The Dali's are great sounding speakers too.

System 3: $3244
NAD C372 Integrated Amp $999
Rega Apollo CD Player $995
B&W CM1 Bookshelf Speakers $1000
Bellari VP129 Tube Phono Preamp $250
Total cost: $3244 plus tax, cables and stands

This system would be well rounded and a little more analogue sounding than Systems 1 or 2, but with a great deal of authority provided by the 150W/ch NAD. The B&W CM1 speakers are really special with incredible bass and articulation for their size and price. Very cool looking boxes too.

System 4: $4069
PrimaLuna ProLogue Two Integrated Amp w/ phono stage $1574
Cambridge 840C CD Player $1395
Dynaudio Audience 52 Bookshelf Speaker $1100
Total cost: $4069 plus tax, cables and stands

This would be my favorite system with the PrimaLuna tube integrated. Don't know what turntable you are using, but this amp and speaker combo together with vinyl is just terrific. Not a big rocker. But sweet, sweet sweet with plenty of bass to go around.

System 6: (blow your budget)
Musical Fidelity A5.5 Integrated Amp $3000
Musical Fidelity A5.5 CD Player $3000
Revel profile M22 Bookshelf Speakers $2200
Total cost: $8200 plus tax, cables and stands

This system would rock your socks off with more authoritative bass than you could imagine from bookshelf speakers. You could probably find some M22's and previous models from MF, the A5's, for thousands less than this price.

In fact, you should try to get all of your gear used on Agon or other online source. These systems are for your consideration put together from components I have heard and liked or owned before. you could mix and match pieces, but don't scrimp on the front end.

Agree with Bob R about the big NAD, obviously.

My first question is: what type of music do you listen to? and at what volumes?
If you are a rocker (or like big orchestral music, etc), then something like the B&W 805's would be fine, but try to get the Signature series - they have much better bass...also, when getting standmounts, they're typically less efficient so you have to make sure your amp is up to it...maybe something like a bel canto integrated (s300iu has a USB port!) - this setup, with a cdp like the rotel, could be had for around 3-4k i'd imagine (although the signature nautilus will be expensive and hard to find)...
If on the other hand, you're into 'small' music, chamber music, acoustic, jazz, vocals, etc...you may want to check out some full-range single driver speakers with some nice tube gear...Cain & Cain abbeys, with a nice tube integrated like the Dared 2A3 (for sale here) and a CDP would cost ~$2500 (plus cables), and would sound awesome...
So, it really depends what you're into and what you're trying to achieve...if you can, join a local audio group and listen to a few systems (Audiocircle is a good place to start?) The most crucial place to start is with this analysis of your needs, wants, and musical tastes...then do some research to see what people here (with similar interests/tastes) are listening with.
Byron

Knownothing, awesome feedback, much appreciated.

My listening ranges from Black Sabbath, A Tribe Called Quest, David Brubeck, Joni Mitchel and everything in between.

It is hard working within the budget boundaries since I am fresh out of undergrad, but it being forced to be creative has made this an enjoyable process. The feedback from everyone has been more than I expected! Thanks!