If you live on the West Coast (Cali, Nevada, Oregon, or Washington), perhaps the best choice for a CD player would be the Sony SCD-C333ES 5-disc SACD changer which can be had for $399 at Good Guys (apparently). It may outperform the Marantz CD6000 OSE that I have.
For interconnects, I would suggest the DH Labs Silver Sonic BL-1 Series 2 interconnects. They can be purchased new for $100 (shipped) or for a significantly lower price if you can find them used at sites like http://www.audiogon.com
I have little experience with lower-end amps, so I can't much help you in that department. However, many seem to like the MG Head DT with the Senn HD600 and HD580, so it may be right for you. I believe you can find it for around $250 if you look hard enough.