How about the BDA-1 + BHA-1? If one is going to spend that much on a pair of headphones, one might as well do this right.
Regarding the CD player, I'd rather get one that didn't much or, ideally, anything besides playing CDs. I wouldn't use bluray or any other functions. I know of CD transports, but again they're more expensive. I'm looking at the Marantz CD6005. How good of DAC might the one included with the CD6005 be? Maybe just the CD6005 plus the BHA-1 for now might cut it.