If you're on a budget, consider the Acculine A3s. $320/pair for some pretty reasonable speakers. There are better options out there, of course, but not for that kind of money. (The A1s were an even better deal when they were on clearance for $160/pair, but sadly they are no longer.)
http://www.theaudioinsider.com...line-a3/products_id/67
For the reciever, I might go with a new or used Marantz or NAD unit. Both of these are good options, neither are hugely expensive, and they're not hard to find. If you really want to cut costs, find a decent preamp and a professional power amp like an Alesis RA-100.
I'm not great with CD player recommendations, but I'm told that if it's made by Sony and has a heavy aluminum enclosure, it's likely to be quite good.
The one problem with buying online is that you really can't "try before you buy". Speakers are a lot like cars: While the Ford Mustang is quantitatively a terrible car with its' anaemic V8 and horsecart suspension, this doesn't stop Mustang owners from enjoying them every day. If you can find a brick-and-mortar store that sells used equipment, check it out. (Please note that any place that pushes expensive cables is likely run by slimeball weasels, and any place that sells Paradigm - the definitive low-budget audio equipment - will sell the sort of stuff you're looking for.)