Marantz is America's Mordaunt-Short distributer, so check out Marantz.com's dealer section for a place around you-if they sell Marantz, they may also have Mordaunt-Short.
I can't say whether or not the MS's would be your favorite speaker, but I have auditioned them head-to-head with what may be my favorite sub-$500 bookshelf speaker, the Energy C3 (my own NHT SB2s are the other possible favorite). The MS held their own. They are definately a high quality speaker.
Accessories4less.com is an authorized dealer of most if not all the brands they sell. I've purchased cables and accessories from them a few times and have always been happy.
The Pioneer is rated at 100W vs the Onkyo's 75W but the Onkyo weighs more than the Pioneer: shouldn't be much difference in power. I personally think the Pioneer is more engaging for music. For movies, they'll both do a great job. Find a good deal and go with either.
Using a Velodyne sub will be fine if you want to go that route. I haven't heard the MS subs, so not sure about them. Theres no way to match a sub acoustically since it should be playing notes that will have very little overlap with the other speakers. Don't worry about that. I would recommend getting a 10 inch or larger sub if you're room will be fairly large. If it needs to be compact, check out Pinnacle: they're not usually the best word in value, but you can find deals on them pretty often and they're good performers. Look at
www.onecall.com for some deals on JBL, Velodyne, Infinity, and maybe Atlantic Tech (don't know much about their subs).
Setup should not be overly difficult. Like I said, the 2 receivers are very comparable, so if you like the idea of the Pioneer setup, get it. Otherwise, don't worry about it. You'll be able to do a decent job on your own.
Glad to be able to help!