Likewise, with the above, is this a multichannel set-up you want or stereo?
Anyway, here's a few suggestions too:-
CDP: Sony CDP XE370 (£99 Superfi).
Speakers: Only one choice for stereo speakers for me here given the budget: Q Acoustics 1030i floorstander (£139 Superfi or Richer Sounds). Excellent manufacturer.
Amp: Harman Kardon HK980 stereo amp (£249 Superfi or Richer Sounds again) which will give a good balance between the likely slightly brighter sound of the Sony.
There's quite a few options out there and you might also consider going down the secondhand or ex-demo route as your £500 will go rather further. My amp (£200) and my speakers (£80) were Ebay purchases and my CDP was half-price in a sale. Total cost just under £600 but shopping new, I'd have been handing over somewhere around three times that. Shrewd shopping will get you an excellent stereo set-up.
Multichannel is a slightly different issue and you'll typically get a better music performance using a dedicated stereo amplifier.
Lots of options though at the price and do check out some independent hifi dealers as well, some offer good deals, you just need to scout round a the web a little to pick up the good ones.