I would reinforce the advice you got from Shadorne. A variation of the MacBook > iTunes > Airport Express > amplifier is what I use and it doesn't get much simpler.
As he said, the next step up in quality would be to insert an external digital to analog converter between the Express and your amp. Even an inexpensive DAC like the Lite Ah for @ $150 would be an improvement but the simpler setup will sound better than most people expect.
It's easy and relatively inexpensive to try it and see how it works for you. The Airport Express is $120 and works extremely well as a wireless access point for the Internet, even if you decide not to use it for music. A decent cable is about the only other thing you need to get started.
The MacBook Pro has a large enough hard drive to store quite a few CD's, even burned as Apple Lossless files. You'll have the original CD's as backup so you don't need to worry about an external drive until you've got enough music to begin to crowd your internal hard drive or you start downloading enough music that having a backup becomes important. By that time hard drive storage will be even cheaper.
There are some people here who will tell you they can hear a difference between Apple Lossless files and other formats, and I don't doubt they can, but for most people, with most systems, the difference isn't audible. Even if you're one of those people, the difference may be important to you for only a few recordings.
Once you get set up the convenience is addictive. I find myself listening to a much wider range of music because it's so much easier to avoid the habit of just reaching for the same CD's over and over. Playlists are a wonderful bonus, as well.