Sound (ahem) advice from Paul. Many will remember the "source first" dogma of the hi mags and dealers which kicked off (in the UK at least) in the 80s. Paired with cheap unstable record and tape decks, all that good amps and good speakers did was to amplify the source's problems. Spending more on a source that wasn't dismal made sense. This left less for the amps, but by the 80s these were all solid-state and much of a muchness, and speakers.
Speakers in budget thus became smaller, as drivers and cabinets are cheaper. This was fine for the average UK room, smaller than the average American room that would often be filled with large, multiple-driver spears with at least a 12" woofer. This configuration of a high quality source feeding "modest" amps and speakers kept the industry (mags and dealers) afloat for a long time. It became known as the British sound abroad, too.
Things have changed completely today, though people who were "hi fi educated" in the 80s still push the source first dogma. All music now is digitally recorded, produced and re-produced. And digital replay, unlike analogue replay (record players and tape decks) doesn't reward much investment in better quality parts. You'll get the same digital bits from a £10 CD player as from a £1000 one. Just like you'll get the same text on your monitor whether you read this post on a £25 Raspberry Pi computer or a £2000 Mac Pro. This was very much not the case back in the 80s with a cheap deck vs a well-engineered one.
The "sound" of amps is much debated, but you need enough power to drive your speakers. This is a function of room size, speaker efficiency and what your neighbours will let you get away with. As Rod says, a 10x amp power increase buys you a doubling of sound volume, all other things being equal. As does a speaker that is 3dB more efficient. Be very careful of amp power measurements. RMS vs "Peak Power with 10% distortion one channel driven" for example, may mean a 25W per channel RMS amp can also be described lazily, but legally, as a 100W amp. Guess which the marketers prefer? Wire has no sound, but it does have resistance, capacitance and inductance. As with amplifiers, only obstinately bad design can produce a wire that will audibly effect a 20-20Khz signal. So get cheap speaker cables, of sufficient cross-section to carry the current. That's pretty much anything above bell-wire.
Which leaves speakers. Still analogue (of course - otherwise you couldn't hear anything) and thus they
do still repay some investment in better materials and design.
Hence I'd spend as little as you like on a source and amp, as long as sufficient to drive your chosen speakers. Which ideally should match your room, and your preferences. Take this advice and you should be working back from your speakers. The opposite of the 80s dogma! Find a speaker that matches your room and sound tastes. Then find an amp that will drive it. Then find a source. Any will do. But note that "as little as you like" doesn't necessarily mean the cheapest. If you like big meaty looking amps, with lots of knobs, and spacey looking CD players, it's fine. Won't sound any different, but there is pride of ownership.
Aside: "hi-end" hi-fi being sold purely on sound quality grounds has completely alienated the public, who can't tell the difference. Then, like you, a little disappointed, they end up buying a smart speaker, bluetooth thing or Sonos because it just works and it's about the music anyway. The forums are of course still full of "enthusiasts" (about equipment, not music) who will discuss the "grain" of an amplifier or conduct "
cable shoot outs" to find the "least fatiguing" interconnect. The brain is a terrible measuring instrument for sound, because it has evolved into a highly selective receptor, and can add and subtract sounds from those present. It will also adapt to different tonal balance. These facts have made all sorts of nonsense claims accepted among the "hi fi community", and supported a lot of snake-oil companies and salesmen. Ignore them all.
Someone else recommended headphones, and I think that's not a bad idea. At least, a
good pair will allow you to check how your favourite music "should" sound. Meaning, how the recording engineer, ideally in cooperation with the artist, recorded it. The bass-heavy impressive car audio sound can be a bit much in a domestic setting after the initial "wow" moment. Some of the disappointment of very good audio in a quick demo is that it may not be immediately impressive, but provides more accurate music. Which is what hi-fidelity means. Bear this in mind when listening, but ultimately your preferences are what matter.