Welcome to the forums.
I would start out reading
this which is the what to buy on the main area of this site.
With your price range I would probably spend around 500 on a sub, 1500 on speakers and the rest on a receiver and cables.
As to speakers I would check out av123 x-series. In the price range they are the best I have heard.
For the sub I would look at svs or hsu.
Once you decide on speakers you can pick out a pretty good receiver. There are plenty that would do a good job and push the speakers well. Yamaha, denon and Onkyo will make well priced receivers that will do a great job.
For cables you won't need anything special check out monoprice and bluejeanscables they have good prices for good quality and no snake oil.