I'm not sure why folks have a bias against Klipsch. I respect the opinions of folks who don't like Klipsch though, but if they listened to a properly set up RF-7 or RF-83 reference system, they might be very surprised
I actually measured my Klipsch speakers and the response looked pretty flat (I didn't have any room treatments up either). All I hear when I listen to my Klispch speakers is crystal clear and very accurate sound. Drums actually sound like drums. Vocals sound great too. I definitely wouldn't buy the el cheapo Klispch speakers (or any of the speakers) at Best Buy. The RF-82's are much nicer and sound great for the money (especially if you find them at a half off sale or used).
Even better, buy the RF-83's used from craigslist. You can periodically pick up a used set for $900-$1000, and they are made in Hope, Arkansas (unlike the RF-82's). If you ever need to resale a used set of RF-83's, you won't lose any money either. You can also find RF-82's used on craigslist, and if you buy right, you might make money if you ever sell them! RF-7's are another good option, along with the RC-64 center and RS-62 side speakers. I've had my RF-83's for five years now and still love them. In fact, I've never heard of a dissatisfied RF-83 owner on the forums, but I don't read here much anymore.
Paradigm is nice too, but I wouldn't pay their outrageous fixed dealer pricing. I say buy higher end used Klipsch speakers (not the crap at BB), or maybe Paradigm if they are 1/3 of original retail. Google on how to setup a craigslist alerts too, so you don't miss out on any steals...
Whatever sub you buy, try to buy two. There will be a huge difference! Buying used will also help you stretch your sub budget, but obviously requires that you have cash in hand. I bought a used second Klispch RT-12d sub from ebay and I couldn't believe how much it improved the room's nodes. Sure the sub had a few scratches, but it improved my system's sound so much that I didn't care. The response actually flattened out a lot (with no DSP) and this was verified using RoomEQ and a calibrated USB mic.
For the AVR, I'd start with an Onkyo TX-NR905, assuming you don't want 3D (HDMI 1.4). These can be had on the cheap, but are made in Japan and have HDMI 1.3. The thing weighs over 50 lbs too, so if you can pick up a used one for $500, I think you'll be getting a great deal. The TX-NR906 is another model to look for when shopping for used gear. I think it has a newer version of Audyssey which may be worth an extra $100.
Definitely, I wouldn't buy any new high-end gear unless you have money to burn. I mean, look at what some of the used AVR/preamp's sell for on ebay, versus what they original sold for?!? Unless you need 9.2, 11.2 or 3D video, there's no reason not to buy used. You can always purchase a square trade warranty if you're super worried about buying used. You'll end up with a system that would cost $6000+ new, but you'll only pay $2500 for it.