Interesting thread - for me not so much because it really matters how the budget is allocated but because I'm a die-hard DIYer and consequently I havn't really added up totals or percentages for years - so you've got me interested now

Let's see - the current preamp cost about $1,200 (these are all Australian dollars BTW) in parts. Can I count labour & design time? Hmm. Let's add about 60 hours of work, including the circuit and layout design, etc. and I'll charge myself $40/hour (I'm cheap - call it "mate's rates"). That makes $2,400 for construction, so about $3,600 in total.
The current amps cost about $2,500 in parts, and labour and design I'd say was around 200 hours ($8,000) so about $10,500 total.
CD player is commercial and cost $1,200. Speakers are commercial and cost $6,000
Interconnects and speaker cables are all DIY - say $200 in parts and about 10 hours work ($400) for a total of $600.
So - what's that work out at? Grand total of $11,100 for parts and the commercially produced items, or $21,900 if I include labour and design costs (but that's all a bit arbitrary - if I charged myself $120 / hour for labour the total would be over $40k)
Without labour costs that's approximately:
preamp - 11%
amps - 22%
speakers - 54%
CD player - 11%
wiring - 2%
and factoring in "mate's rates" labour it becomes:
preamp - 16%
amps - 48%
speakers - 28%
CD player - 5%
wiring - 3%
with the proportion spent on the amplification side increasing depending on how much a DIYer considers his (or her) time to be worth).
What's interesting about this is that I'd consider my setup fairly balanced. I'd not spend any more on the CD player, although I am considering building an outboard DAC which will probably cost around $300 in parts. If I were to change the speakers I'd probably spend around $3,000 in parts and devote about 100 hours of labour to the project, so they would still end up costing about the same as my current speakers.
So my bottom line is:
Before you start, first divide your budget in half. Take the first half of this amount and spend:
half on the amplification,
a quarter on the speakers,
a quarter on source devices, wiring and tweaks.
Then take the second half and spend:
half on going to hear live music
half on buying recordings
and leave a little left over for a good bottle of red
Cheers