You might want to list everything you want. For example, does that $5000 need to buy a TV, BD player, receiver, speakers, maybe something else? Is it fewer things than that?
For speakers, it is a good idea to go listen to all of the types of speakers you can find (e.g., ribbon, horn, dome, whatever), of as many brands as you can stand to listen to, with all of the types of music to which you normally listen, with music with which you are familiar (making a CDR for this is a good idea).
It is also good to keep in mind that speakers make the most difference for how your system will sound. A receiver can be pretty inexpensive and sound great, if the speakers are not difficult to drive. And if they are particularly difficult to drive, you probably want a receiver with preamp outputs for all channels, and then use separate amplification to drive them.
I personally am fond of Magnepan speakers, and recommend that you audition them. You should obviously listen to other brands, as your taste may be quite different from mine.
If I were in the market for speakers at the moment, I would also consider auditioning the bookshelf speakers at:
Philharmonic Audio
I would probably go with the bookshelf speakers for all channels, if I went with that brand. And since I would be using a subwoofer or two, it would not matter that they cannot do really deep bass (though their rating for bass is really good for a bookshelf speaker).
With subwoofers, there are several really good brands to consider, but you cannot go wrong with SVS. They make great subwoofers, are all a good or great value, and they have good warranties and good customer service.
But I should stop and wait for you to say what pieces of gear you expect to get for your money. If it is just the audio portion of your system, you should be able to get something that sounds really good.