All in one solutions are generally not very good. I went through a few of them before I finally got serious. As you look at each component, there are certain companies' products that will stand out among the various competitors. For receivers, Onkyo, Denon, Pioneer and Yamaha make a fine receiver. There are literally too many speaker companies to list. That should be a personal choice after auditioning a wide variety of speakers available to you. When it comes to subwoofers, it should be noted that some brands that offer fine speakers simply don't offer a decent subwoofer to go with their speakers. Again, there are some brands of subwoofers that stand out from the pack, Hsu research, SVS, Velodyne, JL Audio to name a few.
Careful shopping combined with adequate research and personal auditioning can get you an excellent system for whatever budget you set, much better than the all-in-one pre-packaged solutions.