Putting it all together
Listen first, pay once. Please try and listen to the system you're going to buy before you buy it, because there is nothing I can write that will be as good as going down and having a listen for yourself.
We are all different and what sounds good to me may not be the ideal system for you. Take your time; come prepared with your favorite CD and don't be hassled by the salesman. Sit down and listen to the system you're considering with your favorite CD that has been played on a lot of different systems before this one. That way you already know what to expect and the prospective systems' strengths and weaknesses will show up readily.
To summarize; first choose how many speakers you need for your application, then the features you will use and lastly the order in which the system will be used. Is it mainly a gaming system or does gaming take a back seat to music and movies?
Once these simple questions are answered, you can set a price range and start a short list of possible candidates.
I think with a little time and effort in considering the things I've raised today, you will come to a decision easily and be able to find the system that's right for you. Now, don't forget to take that CD in with you!