@ Joe
The HD800 and the WA6SE is a really great combo in my opinion. I hope you enjoy it.
As for a source and DAC? IMHO I would concentrate on the DAC and if you want a transport, get a quality CD player as the transport and use it through your DAC. To be frank, you're not really going to get a better transport for $500 (from like Marantz) than you would for $1000. The differences are in the DACs and features. If you have an external DAC, the chipset the CD player uses really isn't all that important.
I do not have personal experience with these, but if I were getting a new DAC today it would be either the Rega or Musical Fidelity DACs. They're quite versatile, are asynchronous USB inputs and should make your transport into a high quality player combo.
I don't have any opinions on a portable player. I use an iPod.
I believe you can half your budget on cables and ICs. It's a controversial topic but I think as long as you're getting cables that are quality, you really aren't getting that much better sound quality for the buck the more you spend.
I think the headphones, amp and DAC will be the three components that have the largest impact on sound quality. You already have a great headphone, will be getting a great sounding amp and if you get any of the two DACs I suggested, you'll have an outstanding rig.
With the money saved you can roll some tubes and buy new music. Good luck.