You would be saving a considerable chunk of money by setting everything up yourself. If you don't plan to do any fancy installation work with your walls, it should be pretty easy.
If you have good light control in your room, a good projector might be the ticket. I would allocate maybe $2.5k for the projector and about $1k for the screen. In that budget, I would reserve about $1.5k for a receiver, and the rest for speakers, subs, and accessories. For speakers in that price range, I might be looking at Monoprice Monolith THX stuff like some THX-365 standmount speakers and center, along with their THX subs. Hsu Research also has good stuff in that price range, so take a look at a set of CCB-8 speakers and a couple of VTF-3 mk2s or VTF-TN1s. That would have a pretty tremendous sound. SVS has the Prime series with a decent center speaker.
There is also a lot of bang for the buck to be had in getting active monitors instead of passive loudspeakers, in my opinion.