My first REAL system...need some advice

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!

Voodoochild,

Glad you might find this information helpful.

One correction, the price quoted above is for a new PrimaLuna ProLogue model one integrated with phono stage, not the model two as stated above. The model two has a little more power and therefore head room than the model one and a little better bass for about $300 more new. Don't be deceived by the 35 and 40 W respective power ratings for these tube integrated amplifiers, those watts will sound more like a solid 50 - 60W or more of solid state power in practice. Both of these come up from time to time on the used market.

A PrimaLuna based system would definitely be better for Brubeck than for Osborne, but it can get out of its own way when asked and the bass is tighter than typical for a budget tube amplifier, especially the model two. Another nice thing about the PrimaLuna and why I recommend it for people starting out in hi fi is that the amp automatically adjusts the bias on the tubes, so it is one less thing to fuss with. You could still role the tubes later if you are so inclined.

Good luck with putting your new system together. You might want to be driven to some degree by what is available on the used market since you can get some much more equipment value for your money there.