My Samsung 56inch DLP TV has a good built-in, invisible speaker, but it doesn't do very good surround and when I put a loud sound (high-volume), it resonates the weird noise, which is a bit uncomfortable.
So I decided to buy a receiver and speakers set. There's a bunch of HTiB (Home Theater in a Box) that is a non-pricy DVD player and 5.1ch speakers package, but they don't have any extensibility to input audio from other devices etc. so they're not an option for me.
I don't have a plan to buy any new generation consoles like Xbox360 or PS3 right now, but having a compatiblity with these consoles in the future should be good to have. So I investigated a bit last night and it's hell complex.
PS3 has a certified logo for Blue-ray's Dolby TrueHD and DD+, and you need an HDMI cable to convey these signals. Even with that, as of this writing, PS3 firmware doesn't pass through the bitstram of True HD over HDMI, while it encodes them to Linear PCM 7.1ch. So to fully enjoy the Dolby TrueHD 7.1ch audio, you need to have a receiver that does either decoding TrueHD or accept multi channel Linear PCM. To enjoy the 1080p output on the TV screen, the receiver also needs to have the HDMI pass-thru so you can connect PS3 -> receiver -> TV, otherwise you need to connect the video output using component cable, which can't do 1080p.
That's gonna be very expensive like this ($5500! thanks to Randy for the link) and not easy to get at this moment.
So, as a boring conclusion, most Blue-ray movies just have DTS and DD 5.1ch audio, and using a TOSLink optical output to connect to the receiver that accepts DTS would be probably the most decent choice available.
I picked Yamaha NS-SP1600 5.1ch speakers ($95) and RX-V659 7.1ch receiver ($290) and they'll arrive in a few days. They're not so pricy but have great reviews both on Amazon and pricegrabber. Plus, they're from Yamaha, which I like a lot.