Help putting headphone system together

Not sure I would pair the HD800's and WA6SE, especially if you liked the B&W 802 sound. Given your taste in music, I might suggest a headphone that isn't quite as top-heavy as the 800's (Beyer T1's are similar price and quality, but a little less "toppy" than the HD800's). The WA6SE is probably one of Jack Wu's most "solid state sounding" amps from a tonal balance perspective and is often purchased to use with low impedance headphones due to it being transformer coupled. The WA2 is one of the "tubier" sounding amps from Woo Audio, and is what is usually recommended by Jack and others as a good match for high impedance phones like the Sennheisers or Beyers. 

If you are going to be exclusively CD based (as opposed to computer), the about to be released Oppo BDP-95 audiophile universal disc player is probably one of the better values. For $1000, you get a transport that plays any format know to man (CD, SACD, DVD-A, Blu-ray, etc) and a pretty tweaky Sabre DAC. Oppo's previous audiophile play (the BDP-83SE) was very well thought of and early reports from the beta testers indicate the 95 is significantly better. While there are better DAC's and better transports, you will spend a lot more.

If computer audio is going to be a significant part of your system, there are a lot of $1000-1500 DAC solutions that will connect via USB or firewire.

The HD600/650 headphones have a much darker/warmer balance than the 800's. THe HD800's and T1's are usually considered the top of the heap in conventional dynamic headphones, and the 800's are certainly brighter.

As far as vinyl, there are a ton of options these days. I got rid of vinyl a long time ago so I'll leave that to others.

Cables are a very controversial subject. I'm personally partial to Cardas, but the really nice stuff is very expensive. I have some I got used many years ago - not sure I would pay the price for new stuff today.

Yes, my opinion is the HD800's are rather lean and a little bright, especially compared to the traditional HD600 & HD650 sound. If I were going to spend $1300 for a pair of headphones, I would get the Beyer T1's over the HD800's in a second.

The WA6SE is a very dynamic, punchy amp that many feel is more solid state sounding than many of the other Woo designs. When I bought my WA2, I corresponded with Jack quite a bit and when I said I was looking for a presentation that was liquid, harmonically rich and fluid, he recommended the WA2 over the 6. That matched the general consensus on Head-Fi as well. I'm sure the WA6 is a great amp, but it would not be my choice for a headphone that tended towards being bright to begin with, Of course given your musical taste for rock over acoustic or classical, it might be a good choice with something other than the HD800. Send Jack an email with your preferences and stuff you have heard you like and see what he recommends. He also sells the T1's by the way. Another set of phones you might like for rock with the WA6 is the Denon 7000.

Unless you can audition a lot of this stuff, I would start off with some HD650's (you can get them for under $350 if you look) and see what you think. 

Your comment that you liked the 802's leads me to believe you might be more of the "full-bodied & musical" bent rather than the "resolution & detail at all costs" type. A speaker that I would classify as similar in signature to the HD800 are Thiels (at the least the stuff from a few years ago - haven't heard the new ones). While I have not heard the big B&W's driven by modern Krells, I would tend to classify them as neutral to slightly warm (similar to the classic British speaker sound - KEF, Mission, IMF, etc).

I have the T1/WA2 combo and my first headphone was the 650s (didnt have the WA2 at that time).  Theyre not in the same ballpark to me.  The T1 is better than the 650 in every department.  The combo sounds better and better as you buy better tubes. 

everyones choice these days seems to be the LCD2 if you havent researched that yet. 

Excellent! - you should be in good shape for a while.