This question is always dependant on the individual and the only way to find a proper answer is to borrow/audition the components in your own home. Many audio shops will allow you to take home components with a temporary charge to your mastercard/visa.
Don't do any auditioning in the store. Don't even talk to any salesmen if you can avoid it and try not to ask other people what sounds good. This will essentially allow you to avoid any opinion altering jargon these info sources will feed you and hence influencing your decision before you've even heard the item. Then just test them out the components at home.
About the only question i would ask other people is 'what brands are decent to buy in xx price range'. I don't think very many people here would tell you to buy the Apex dvd players or Connatoreeno receivers but instead may say Toshibas and Denons are pretty good, etc.
Personally i found it virtually impossible to hear much of a difference between the dvd players i was looking at (doubling as my cd player as well) while out shopping last year.
I brought home a Panasonic and a Hitachi and tested them against an old Technics and Denon. I hooked up 2 dvd players to the cd in and dvd in on my receiver. Then i copied out a second cd of my audio test material, popped the 2 cds into both dvd players and then let them play.
I would use my remote to switch back and forth between the 2 players while listening to the same songs.
I started switching so often, with my eyes closed, that i forgot which player i was listening to. Eventually i just tried to pick the one i thought sounded the best.
That's partly how i ended up deciding which player to buy. Ultimately though it was the dvd player options that were the biggest influence, not any perceived difference in sound quality and hence not any 'upgrade' in sound.
