Mystertee...there are so many variables that explain differences in sound quality but the basic differences between high end audio and midfi equipment that you can buy at a large retailer like Best Buy is in the amplifier topology, circuit design, the quality of the parts used, the quality of the enclosure which the amplifier sits in aimed at shielding the circuitry from RFI and EMI and to reduce vibrations in the enclosure, etc...In short, the designers of high-end audio equipment are optimizing sound quality and the designers of midfi equipment are designing to a price point that focuses on number of features they can stuff in a piece of equipment (because that is how those units are marketed) and to simple measures like a power rating (which has no bearing on sound quality but the public has been conditioned to think more is better).
As to your questions what will you get with that Stingray is to experience it for yourself. Visit a few local high end audio stores (which you hopefully have in your area), and ask to audition a few systems at various price points and you can experience what high end audio is all about. Take some music that you are very familiar with and play them when auditioning and pay attention to how resolving the system is (do you hear details you did not hear before on your system), is it timbrally much more real/accurate (do instruments and vocals sound more natural/real vs, an electronic reproduction of them), do the systems present a soundstage with dense images floating from the speakers within that soundstage, etc...The only way to understand the difference is to experience it.
As to your final question, what's out there in the $2.5K range for an amplifier, integrated amplifier, or receiver (depending on what you want/need), the answer is a lot and to get appropriate recommendations, we will need to know a lot more about what you are looking for, what speakers you will be using with the amp/receiver, how big is your room, what music you like listening to, what source(s) you will be using (CD, computer-based audio, turntable, tuner, etc...).
Hope this helps.
