I'd pick the Resolution Audio Opus 21 CD Player and the new integrated from Resolution Audio. 3 VERY small boxes, 10" x 9.5" x 3" and they come in an indestructible, compact crate which makes moving it a breeze. I have taken the one from the store home on many evenings and it takes all of 2 minutes to completely disconnect it and pack it up. That amp is based on DNM designs and produces a very strong 35 Wpc, so you'll want fairly sensitive speakers. Price tag of that combo is $6000, so you might need to strech your budget a bit, or get a deal.

They sound incredible, and it gives you 3 more inputs, one balanced and two single ended, and the CD Player has a digital in, so you could pump your MP3s through it as well.
As far as speakers... At $500 I'd pick the Triangle Titus. Great sound, very small, one box that's easy to pack. If you can really stretch your budget, to $3500, check out the Acoustic Energy AE1 MkIII. Unreal sound from a VERY small speaker. With the AEs and the Res Audio gear, you would have the most portable, best sounding system period. I would be willing to bet on it.
Then all you need is Audience speaker cable (you won't need interconnects since the Res Audio CD Player connects directly to the amp) which fortunately is very light and will fit in the Resolution Audio crate (I also know that from experience

).
$6500 or $9500 - Great system with electronics to keep and speakers to upgrade when you can afford it or stop moving - or - best small system out there. Either way you can't lose.
Damn, I wish I was putting together this system... Sounds like fun to pack up and listen to it in different rooms.
Best of luck.