OK, first...
Welcome to AH, Im sure with the guys on here you will get some great info...
Now, 9.2? Do you know what that means? that is 9 speakers plus the .2 is 2 subwoofers... So take the pioneer sc 1523 avr for example{which would be my pick for an avr that is 9.2 and under $2000}, that unit is around $1500 because it has that huge channel count, almost the same avr in 7.1 {which is 7 speakers and 1 subwoofer} is half the price in the same series....
So you will need 2 subwoofers, entry level at $225 each and something decent will be around $1500 a pair depending on your room size, then a front sound stage which is your front 3 speakers front left and right with a matching center, entry level would be around $350{andrew jones pioneers} something decent will be around $1000 {ascend 340s}, then you will need 6 surround speakers entry level would be around $300, something nice will be around $900...
So you are looking at $5000 for a decent 1523 avr, ascend speakers, hsu dual drive subs, and all the cables you would need... That is no where near "the best" but its a really nice system, if you are looking for that type of system in a very high end you will triple that price with ease... I would personally go with 5.1, most movies are recorded in this, it is the way most material is supposed to be played... There are pleanty of really nice avrs out there for around $500 and personally the most I would spend on an AVR...