Suggestions
Here are some sugestions for your new HT:
Panasonic AE900U: $1900 after rebate from visual apex or Sanyo PVL-Z4 for $2100
Screen: $200-1K
Speakers: Axiom M22ti or M60 fronts, VP100 or VP150 center, QS8 surrounds and surround backs. $1500+
Sub: 10 or 12" SVS or HSU $400-600
LFE: 2 or 4 Buttkicker LFE modules and amps $1K
Receiver: Yamaha RX-V2500 $700
I think you can put together a great HT room in your budget. You might have to add the surround back channels or buttkickers later to meet your budget. I think you will get much better performance from bookshelf or wall mounted speakers for the money than inwalls. Axiom and other companies make some nice finishes for their speakers that will look great in your room.
For projector info, check the site projectorcentral.com. Based on reviews, the new Panasonic and Sanyo models should perform much better than the Sony you listed. It is always best to see/hear for yourself whenever possible.