Some quick ideas
GCM,
Welcome to the world of Home Theater. To answer some questions:
1. The Cabinet. Lowe's or Home Depot are places to start. Depending on
budget, check out
www.audioadvisor.com or
www.boltz.com for
furniture designed specifically for audio/visual gear.
2. I have not heard the specific Klipsch speakers you mention, but the
company has a good reputation. Be aware that if the models you are
intending to buy are horn-loaded, the might have sonic attributes that
are different from the majority of direct-radiator speakers on the
market. This is not good or bad, just a design choice Klipsch makes.
3. The Monster Unit. I demoed the unit in my house for a week, and while
it looks cool, the price seems excessive for what is offered. I would
certainly consider some form of protection from weather or electrical
grid instability, but Panamax, Adcom, Brickwall, and even entry level
Monster products might deliver what you need.
Don't feel "green". Building a system is a process of learning and gradual experimentation. The Denon 5900 is a great player- I envy you.
Good luck, Michael