Well to start off. I would highly recommend a good sub. I used to have the Sony SA-WM40 which was highly toted at AudioReview but have replaced it with Tempest diy (I'm glad I did). The difference is phenomenal. For music there is much more richness and depth. I think it is very hard to get maximum enjoyment without a sub (of quality, not a boom box as in the Sony). Remember a sub is not just for high SPL but to bring out the important bass line.
Another thing to look into is a better DVD player (I'm looking to replace my Toshiba 2700). My research seems to come up with the Denon 1600 DVD. You can bypass the video circuitry for sound (some audiophiles swear this improves the sound). The Denon uses the highly rated Burr-Brown DACs for sound. It is also capable of playing DVD-A with some bass management (crossover set to 100Hz). On the video side it utilizes the Faroudja chip which is also top-notch. The chroma bug, which plaques so many DVD players, on this model has been illiminated. By the way it is a progressive scan player also.
But my first option for your case would be to get a quality sub or even better yet build it.
my .03 cents