Beware of shopping around, you often end up liking something far too rich for your blood! Seriously though, shopping around is the best thing you can do. You'll find that even some expensive gear doesn't sound good to your ears or, on the electronics side of things, doesn't function or look the way you want it to.
As far as what you should be shopping for, that's highly dependent on your budget. I could tell you to shop for Linn and Wilson, but then again you probably can't (and wouldn't) drop $100k on your audio system.
But I digress.
When shopping with an "entry-level" budget (like me), you're going to end up with a major manufacturer like Pioneer, Yamaha, Denon, etc. If you can post some budget numbers, we can give you a better idea of where you should be going.