Bus, read what hi-fi etc to give you some idea of what you want, then go to an independant hi-fi specialist that has a listening room, take along you favourite cd and/or vinyl record and then listen and swop things around and see the difference each bit makes. I bought a nice pair of mission speakers recently after I'd tried about 10 different pairs until I found the ones I liked the sound of.
There are plenty of independant hi-fi places where you are just look in the back of what hi-fi or try a search on the net. Happy hi-fi hunting.