I have pretty broad musical interests and listen to about anything but I mostly listen to what could be categorized as ROCK. Favorite artists include Phish, Mars Volta, The Beatles, Pink Floyd, Radiohead, Allison Krauss, Sarah McLachlan, Tool, The Cure, Nickel Creek, Dido. I love recordings that have a lot of subtleties that you can pick up on good gear. I love a big soundstage and that "I'm there" feeling.
You asked about my room. That is the tough part. I'm kinda in limbo right now. I live in Cincinnati in a house but work 2.5 hrs south in London, KY where I have an apartment. I'm only home on weekends. Right now 99% of my music listening is in my KY apartment. I will be relocating to Salem, OR in the fall and will then set up shop again. So to tell you about "my room" is pointless as everything is makeshift right now as our Cincy house in on the market and I've cleaned out most my gear there and just using a small pair of Aperion bookshelves with a HSU sub. I have a potpouri of gear in KY and use headphones pretty much exclusively (Beyer Dynamics DT880's) since I sold my Aperion 5-channel set up recently and only have a pair of Bose 201's that a friend let me borrow. YUCK!

So you can see why I live on headphones!
Once I move, I HOPE to have a "man cave" but have no idea. My hope is to have a home theater area and use bookshelves and a sub and then have an audio only area. In the end, I've decided that 2-channel is MOST important to me and I want the best gear I can afford. I like the SongTowers from what I've read because they have a relatively small footprint, very versitle, well regarded, and easy to drive. So I feel good that they can work well in about any situation that I throw at them once I move.
I disagree with you that vinyl is too limited. I assumed that when I got into it a few months ago. I thought I'd get a turntable and by a handful of records and be like my small SACD collection and that was it. I've bought tons of stuff and see no end in sight. I have a few excellent record stores near me for used stuff and some great online retailers for all the new 180g releases. I don't think a week goes buy that something brand new doesn't come out that I want. I also have tons of CDs and I use an AppleTV as a media server. So digital and analog have a home in my house.
To some my $4K budget is a joke and to some they'd drop dead to have that kind of dough to drop on AV gear. Most people I know thinks it is crazy to spend $200 on a DVD player. We are a different group here and within our group there are LOTS of different budgets. For me, my $4K is my starting point in this transition period. I'm only 36 years old and don't see myself stopping in this hobby. I just need to figure out the best way for me to get the most out of my money as I wait to be able to afford more "Stuff".
There was a comment on getting an Oppo and curiosity on what else I own. Here's the breakdown excluding TVs and videogame stuff:
Outlaw 7125 7-channel amp (125wpc) - Currently on Agon for sale
Onkyo 803 AV receiver
JVC AV reciever (old low end using with my cans in KY)
Oppo BD983 bluray player (bluray, CD, SACD, DVD-A)
Toshiba HDA2 HD-DVD player
Rega P1 turntable w glass platter upgrade and Ortofon 2M Blue Cart
Playstation 3 (use for bluray/CD/SACD)
AppleTV (used as a media center)
HSU VTF2mk3 subwoofer
Aperion 422 bookshelf speakers
Beyer Dynamic DT880 headphones
After moving to OR, my hope is to have a 2.1 or 3.1 home theater set up using some bookshelves and my sub along with the Oppo & AppleTV. Then have a 2-channel set up with my Salk and AVA gear. Thinking about selling my PS3 and use the money towards another Oppo bluray player. It is a KILLER player and even if I don't have a TV on my 2-channel set up, it is hard to beat everything else the Oppo can do for $500. Plus there is talks that we will see audio-only bluray discs down the road.
NOTE: my $4000 budget assumes the sale of my Outlaw amp and I'm getting some lookers and think I'll get it.
Thanks for everyone's comments so far. I'm excited to see where my musical journey takes me. It actually scares me sometimes.

BTW, one thought process I had was to ONLY buy the AVA preamp and continue to just use it with my headphones in KY and hold off on all other gear until I get my house in OR. THAT IS A PAINFUL NOTION!!!!!!!!
What are your musical interests? What are your audio priorties? What is your listening room and setup options like?
I heard the SongTowers and HT3's at the AKFest last year and thought the SongTowers were by far the better value, but not my cup of tea (even though I'm a huge fan of transmission lines). Note that I'm an old audio fart (and speaker guy) with set opinions. So regardless of your speaker choice, starting with the speakers is a good idea (given that the speakers would be well suited to the above interest/priorities/room).
I have a dedicated audio man cave and consider myself thoroughly spoiled by it. Just being able to listen to what I want, when I want is huge. Besides, the room is tweaked for audio (right proportions, insulation throughout, dedicated electrical circuits/grounding). With your budget (not a slam) if you can't get into a room something like this, think hard about headphones.
After speakers and the room, I'd look next at the source. IMO vinyl source material is too limited to be viable. PC audio is the future (if you're ready for it). For others like me, it not quite "friendly" enough. Either way, a separate DAC is a popular and often a very cost effective option and the next biggest factor determining how your system will sound. With $4,000 total to spend, I'd keep the DAC under $700.
Most should seriously consider room treatments and DEQ.
Amps should be shopped primarily based on your speakers.
Pricing for used equipment is very soft nowadays, so I'd think about prioritizing along those lines if needed.
Another good way to save money is to buy an Oppo universal player. For $170 delivered you get a Stereophile Class C rated player that includes a digital volume control. So if your system is single sourced, you can run without a pre-amp. Later you can add a DAC and volume controls/pre-amp. Eventually you could move the Oppo into the TV service and go the PC audio route.