You're looking the right way, but that's an awful lot of money.
The pro-ject is nice, but it's not all that much better than a Technics SL-D3 or a Pioneer PL-516
The Technics goes togeter beautifully with a dead cheap Audio Technica AT95E cartridge and the Pioneer does brilliantly with a Grado Green.
Don't forget these machines cost more in their time than the Pro-ject does now and that's still audible.
I've never been a big fan of Marantz myself, but that's probably all about taste.
I have a Audiolab 8000SE integrated amplifier that sounds brilliant. Hook it up to any speaker and it'll make it shine. As for speakers, what about the B&W CDM1, they're rather nice. Or the Wharfedale Diamond 9.1. They're said to be really good. Haven't heard those, will soon. Don't mind having old wooden boxes in your living room? Buy the dirt cheap IMF Super Compact II and thank me later. I've had expensive tannoys, B&W CDM1's, Acoustic Research, KEF, Impulse, Dali and more expensive IMF's but nothing could beat the little Super Compact II. Incredible speaker.
I'm not all that much into CD players. I love my Yamaha CDX-880, but that's because it's modified (other clock, exit muting and new laser). It sounds like crap when it's non-modified. Then it's actually a very bad player. The Philips CD 880 sounds very nice too, but I guess that's pretty hard to get there. Rather expensive, too.
And a DAC via USB, sounds like one step too much actually. Why not just buy a nice USB sound card? I have an ESI U24 in my living room that's just brilliant. You could also buy a cheap ass sound card with digital out and hook it up to a DAC. Works pretty nice. Want to go dirt cheap? Find a defective DAT, MiniDisc or DCC player that was once expensive (I.e. something from Sony's ES series or a Philips DCC 730 or 951). As long as it can be put on rec/pause, it's a brilliant DAC.
So far for budget tips.
In case you're curious, apart from the Audiolab 8000SE and IMF Super Compact II's, I've got a Sony PS-X70 record player (not at all into sony, but this one is brilliant) with a Goldring 1022GX cartridge. Still looking for a good preamp though. Used a Teac PA4 for a long time but that's a bit too bright for me. Now using a NAD PP1. Lacks in detail, but it's easy to the ear. Having a hard time with that.
Eitherway, whatever you do, I'm glad you're not into buying the plastic crap they throw at you nowadays. It's horrible.
One more thing about speakers before I go: There's no substitute for cubic inches
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p.s.: Want to go really cheap? Find a Luxman L200, Wharfedale 504's Philips CD 650 and a Technics SL-22 with an AT95E
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