Whow, so many variables...
The "what proportion to spend on each" always gets people here going, as there is no one hard and fast rule.
I would say that with a budget of £1000, then I would spend £400 each on the speakers and amp, and £200 on the CD. £1500, say £600 each on the speakers and amp, and £300 on the CD.
Above that, it tends to even out a bit more, with the source becoming more important.
My theory on this is that to get a noticable jump from a £300 CD player, you have to almost double it, but the difference between a £200 and £400 pair of speakers is really quite large.
...but I'm sure someone will argue with me.
What overall budget did you have in mind?
And as for cables...(battens down the hatches)