Need more information:
How loud do you listen.
How big is the room.
What kinds of music do you listen to.
What sorts of musical attributes do you prefer.
Agree with the room comments. I'd try to budget 1/3 treatments and 2/3 speakers.
If you don't need lots of deep bass (bass gets expensive), I'd also budget something for modding the SB to get the best overall result. Wayne at Boulder Cable (see circle below) can do a variety of partial or complete mods.
Can you DIY? That could save a ton of money and allow for full SB mods and room treatments.
If you haven't already, get very familar with what you want to hear. Go to live concerts and buy high quality recordings of the kinds of music you prefer. Use a sound pressure meter and test tones to find out how loud you listen and at what frequencies.
When you go out, don't seriously listen to more than 3 or 4 speakers per day. Don't be rushed.
Yes, spend lots of time auditioning. This could also be an audio "soul searching" experience, was for me 30 years ago when I was in pretty much the same position and went shopping for my first serious speakers. Started out thinking I wanted home version of big PA speakers and "got converted" to BBC sound with beefy transmission line bass.
Get a high quality midrange driver. Midrange (say 100 - 1,000 Hz) is the heart of music and where the ear is most sensitive to problems. No amount of cabinet or cross-over design, number of woofers, fancy tweeter, etc. will cover up a crummy midrange driver.
Here's my quick guide to speaker selection basics, (YMMV, etc.). Remember that cabinets primarily only effect 200 Hz and below:
Horns (front or rear loaded) - efficient, dynamic, colored, usually "forward" sounding, lack deep bass due to the extremely large dimensions required
Sealed - inefficient, not dynamic, rear wave comes back out through the cone to smear the sound, lack deep bass but roll-off matches room lift and integrates with subs better
Ported - rear wave comes back out through the cone to smear the sound, often have a 60 Hz bass emphasis, roll-off does not match room lift, more difficult to integrate with subs
TWQP - lack deep bass, fussy to properly tune, rather large
Transmission Line - until Martin King's work were difficult to design, deep/musical bass, rather large