Having a few pieces of legacy equipment was a great start for me. I'm so glad money is tight right now--I would have loved a new DAC, but my wife preferred a week and a half in Costa Rica--because my ignorance could easily take me down the rabbit hole.
Jorge, you've had some great responses. Get a budget, let the world open up. Be patient about the process. It's not really all about the sound, is it? Some people say, "Love the music, lust for equipment." I might change "lust" to "fetishize," but whatever. The point is, it seems like you're not sure how far you want to go--that is to say, I interpret the subtext of, say, "I want the best sound for the smallest outlay" as actually saying, "I'm eager but afraid and I need guidance." My two cents: spend enough money on it that you love your stuff enough to be a dork about it. Learn the equipment well enough to know what you like and don't like about it, and then proceed as resources allow. Same goes for wine and probably any other connoisseur-ish epicurean pursuit. If your experiment to grab some budget hi-fi doesn't cause the affliction of audiophilia, then you just saved yourself some money.