I found the Logitech Z5500 a good stepping stone personally. They are a 5.1 speaker system that has the amp built into the subwoofer.
I personally think for under £200 they are blinding for movies. You get a powerful 10" sub, very capable satellites (considering the price) and Dolby Digital and DTS decoding. All you have to do is connect an optical cable from the panny to the Z5500 and bingo surround sound

.
I had these and loved them and considering Bose (which I thought was the best

) at the time was my only comparison I couldn't understand why people spent so much on speakers. I then had a demo on a Monitor Audio R90 set and caught the AV bug

.
So I 'upgraded' to a Yamaha RSV361 (a budget £100 amp) and the 'what hifi best speakers under £500' Jamo A10 5.1 speaker set. To my amazement and disappointment the Z5500s were miles better for movies. I then upgraded the amp to the one I got now and things got alot better, the satellites sounded better with music and the sub wasn't as boomy, but I still found the Z5500 more fun for movies. My nan has a Cambridge Audio 540RV2 amp and KEF KHT1005 combo and I also prefer the Z5500s for movies and so does she (my nan had them after me, until I sold them).
So I have just took an expensive step and actually got the Monitor Audios, but my point is the Z5500 take a fair whack in the wallet to be bettered for movies in my opinion
