I had your budget and requirements not so long ago. In the end I bought all Dennon seperates with Arcam speakers which were second hand.
Its all well and good the mags deciding that product A is THE best CD player but how will it work with an amp that they did not group test it with?
If you buy all on manufacturer at least you know the kit is optimised to work well with one another. Also they look smarter together IMHO. Also they are easier to sell on to Joe Public when you want to upgrade because a lot of non enthusiasts won´t buy mix and match separates regardless of their quality.
Its a game of diminishing returns so I reckon about 2000 quid is the sensible point at which to stop investing - you won´t see much more for your money over that. For a grand though you can get a gorgeous sounding system that 10 years ago would have cost 5,000 to create.
Just make sure you pay lots of attention to the room layout and decor. It makes more difference than the last couple of hundred quid and is often overlooked.
Enjoy,
WWW