My advice would to be check Audiogon. Used equipment can be a great deal, especially used speakers. A lot of dyed-in-the-wool audiophools change speakers every few months which means there's lots of very gently used stuff out there that could pass for new. Stick to guys with good feedback and you should be fine.
Short of that I'd second the advice that you start with a single pair of speakers. There's no doubt that gaming in 5.1 is a mind-blowing experience thru a great audio rig, but I think you'll find 5.1 thru a mediocre rig less satisfying than good 2CH sound. You probably can add the center and surrounds in a few months, maybe a bit longer depending upon your budget. The neat thing is you'll get that WOW factor all over again with the next round of upgrades. If you go this route, best to stick with companies that don't change speaker models every 6 months or you risk getting speakers that don't match.
I also have to agree that you'll usually get the same guys chiming in, advising you to buy the same brands. There are probably 250 "what brand should I buy?" threads at AH! The truth is there are lots of good speaker makers out there, and it comes down to personal choice + what's available for audition in your area.
That said [sigh!
] I would heartily recommend the Monitor Audio Bronze B line. The price is good and the performance is stellar, especially for the money. PSB is also good in that price range (disclosure: it took me awhile to warm to their sound, which is a bit "darker" than I normally prefer. Very neutral in the midrange, but a bit "laid back" up top). I think Definative Technology makes decent stuff for the money, too.
What city/state do you live in? You may find an AH'er in your area that will let you check out their system.
BTW- P3, 360 & Wii?!
You're seriously cocked, locked & ready to rock!
You're definately packin' major heat.
Me, I'm stuck with my late model original Xbox & PSOne!