Headphones and speakers have different sonic qualities. What's great about one is not necessarily what's great about another.
I'd say you'd have to spend around $1000 for a low-end audiophile-grade speaker setup. Here's a specific recommendation for you:
Magneplanar MMG speakers -- $550
Good amplification -- to do this cheaply, you're looking (probably) at a NAD integrated amp, used. Used C-350s can be found for around $250-$350. The C-350 is 60 watts/channel continuous into 8 ohms, but can provide 190 watts/channel dynamic into the 4 ohm load the Maggies present. There are older NAD integrated amps that provide equivalent or more power for around the same price or a bit less. I managed to find a NAD 2200 power amp and an 1155 preamp for $100; deals like this are pretty rare and you'd basically have to luck into it.
Use your existing CD player for a source, and you've got an audiophile-grade high end and midrange, lacking only the bottom octave of bass extension, which most music lacks anyway. If you want to have it covered, a passive sub would be the cheapest solution, but that puts a bit more strain on your amplification. A small powered sub would cost a bit more, and would fill in the low end nicely as long as you don't have a large listening room.
Fair warning, though -- the Maggies, while absolutely incredible for transparency, soundstage, and realism, don't "rock" like dynamic speakers, so if you listen to a lot of heavy metal or (especially) hip hop, you'd probably not like them very much. But for jazz and classical, they're superb. Soft rock, classic rock, and alternative are toss-ups -- you may find them too laid-back, or you may love the realism and purity of sound.
The MMGs are the cheapest Maggies. They have a 60 day "return them if you don't like them for any reason" policy, so you'd be able to do an extended audition before committing to them. Just make sure you have adequate amplification beforehand.
