If this is ur first audio set up stick to a decent integrated amp+ cd player of if u must a dvd player + decent stand mount speakers. I say integrated as a receiver just cant give u the quality of music nor can a dvd vis a vis a dedicated cdp.
An integrated consists of 2 components in one box(chassis). The preamp which basically lets u select the Source input(tape, cd ,aux etc) , modify the volume level and modify the tone by adjusting the treble/bass controls and the power amp which basically amplifies the chosen source to drive ur speakers. Both these share the same POWER SUPPLY(transformer) and are housed in one box. When they are two seperate components they are called a pre/power set up. The advantage is that they each have their own power supply and hence the muscle(read power amp section) does not and will not interfere with the pre amp circuitry and hence u get cleaner sound. Also its an easier upgrade path.
When i mentioned a power amp i meant a stereo power amp.(Drives both left and right channels). If u want to go even cleaner u get MONO BLOCKS which is basically 2 power amps ,1 for the left speaker and 1 for the right.
So in a stereo set up u have 1 stereo pre amp/ 1 stereo power amp OR 1 stereo pre amp / 2 Mono block power amps.
Look at cdp+ amps from Nad/marantz/CA etc etc and speakers from monitor audio/mordaunt short/Quads/Kefs etc and make a stereo suitable to ur ears and pockets. I suggested stand mounters(earlier called bookshelf speakers) rather than floor standers for two reasons, firstly in a real budget the small stand mount offers better quality and build and secondly is a relatively easier load for a budget amp.
Unless u have a huge area to fill with sound a stand mount will do fine and will be easier to position too.