If you want a great separates, vintage is the way to go if you're on a tight budget. If you want to go that route, there are tons of good speakers and great amps/preamps available. Most people honestly have no idea what they are giving to a thrift store or putting in their garage sale, and that means you can get it for cheap. I scored myself a pair of almost mint Sansui SP-3000s a couple years ago. The lady had them sitting on her driveway with a "free" sign on them. Almost mint. Her husband had passed away several years ago, she had no use for them, and didn't like the space they took up in her living room.
Even if you have to recone or refoam a speaker, it's not nearly as hard as building a computer. If you see something that looks pre-80s, do a little research on it. Most likely it's a decent piece of hardware that'll serve you very well. For the audiophile on the cheap, thrift stores are your best freind.