Well, with that kind of budget, you need to do quite a bit of listening (IMO). If there are any hi-fi shops in the area, start spending some time at them and find some speakers you like. As for a subwoofer, I would suggest that you consider at least two units from the Velodyne DD series.
Speaker brands to check out:
Vandersteen
Phase Technology
B&W 800 Series
M&K
Klispch Reference Series or THX Ultra 2 System
Vienna Acoustics
AVI
ATC
Sonus Faber
Paradigm Signature
Magnepan (may require a separate amp to reach high levels)
Martin Logan
PMC
Aerial Acoustics
Assuming you'll be using a projector, the best bet would be to use 5 or 7 identical tower speakers all around. This will provide a seamless, enveloping sound stage.