Orb Audio Speakers.
http://www.orbaudio.com/
You have to import them from the US. The customer service is excellent and they will mark them up as 'computer speakers' to reduce the customs charge. Sadly, you can't hear them before you buy...which isn't normally advisable, but I LOVE mine and they are very wife friendly. If space is not an issue, then you might want to look at more traditional speakers.

XLS 200 Sub from BK Electrics :
http://www.bkelec.com/HiFi/Sub_Woofers/ ... FandFF.htm
Awsome. In every sense of the word. Also - well under priced for the performance, as they sell direct. This sub is equivalent to one costing twice as much from Rel.

Cambridge Audio Azur Amp from Richer Sounds:
http://ws4.richersounds.com/showproduct ... UR540R-SIL
I've extremely impressed by mine. I was slightly sceptical at first as it's one of Richer's exclusive products, but it more than lives up to the hype. Another bargain.
Very good with music too.

DVD Player...well, I don't have a strong opinion on this to be honest.
I'm using a Panasonic, but being as I'm using the DAC in the amp for everything, I don't think this really matters.

Display : For proper home theatre you cannot beat a projector. Having had both a PJ and a 42" plasma, I can say that the plasma is just a big telly, where the PJ is a cinema.
Not sure what's current on projectors at the moment as I've not converted my garage to install a new one yet, but you MUST audition them. DLP projectors can give a rainbow effect that is very distracting for people affected. Some get headaches from it. For people who don't see the rainbows (I do ) DLP projectors give much better contrast and a more 'filmic' look. Have a look on the web for "DLP rainbow effect" to see what to look out for.

A PJ is really no use for watching normal telly day in day out, so you'd need another display as well. I suggest a modest sized LCD wall mounted behind where the screen drops.

Cost of above...I would say around 1500 to 2000 quid, more with the LCD added on.
Sorry - you didn't say anything about budget, but that's what I have (apart from the PJ as I sold mine with my old house).

Edit - damn - forgot to add in a screen. An electric one will cost another 400 quid at a guess. These people are good : http://www.drhscreens.co.uk/slimline240_matrix.asp

The the record :

My old setup : http://homepage.ntlworld.com/warren.alexander/ht/

A slightly outdated picture of our new setup :

Ah, but if you look at the finished system, it was VERY discrete.
That was the main point - we didn't have any room in the garage in that house to make a seperate home theater, so we wanted something that wouldn't ruin the lounge. Making that first cut in the ceiling was pretty scary though.

If you've got the big screen already, then you don't need to worry about that part.
It's not that complicated to set up seperates, but mine still looks a mess behind the amp - there's wires everywhere. If you want it to look smart you either have to put a hell of a lot of effort in to the wiring, or stick it all in a cabinet, like I have!