B&W 802D's need lots of power, and since they dip down into 2ohm region, lots of stable power down there too. I would recommend at least 200wpc into 8ohms, but doubling power at 4ohms and 2ohms.
The Anthem will definitely sound better than the Denon. Almost any standalone amp will, but it is far from the best match for these speakers, even in that price range. The Integra is a nice unit, great for HT, OK for music, but will also sound much better than the Denon.
Couple of questions we need to know: are you interested in music as well as movies? What's the split (whats more important?). What are your room dimensions and how far is everything (spkrs to back and side walls, listening position to spkrs)? Are you willing to spend more to upgrade later, or is this it as far as budget?
You have lots of great options:
1) keep the Denon as a preamp, and put as much money as you can in a great amp. The difference in sound quality will blow you away. You can do this several ways: buy a great 2 chnl amp for front mains for music, and cheap 3 chnl amp for ctr and surrounds, or buy a good 5 chnl amp. You can always upgrade preamp/processor later.
2)Get the new Integra processor and a good new multi-chnl amp.
3)Get a good used processor and/or used amp here on Agon and get much better bang for your buck.
If it were me, I'd probably get the new Integra processor and a used amp from here. There are some excellent multi-chanel amps available, including several Sunfire amps that deliver strong stable power, and it runs cool. W4S amps are really good, as are Parasound (an A51 5 chnl amp is on sale on agon right now). Classe, Plinius, McIntosh, etc are all great amps, but much more expensive.
If you get the right amp with enough power, you will be very happy with the sound improvement. It will be huge!
Good luck.
(PS- you will still need a sub for the best HT movie experience if you watch lots of explosions, etc).