Konky, we're mentioning a lot of things : one-box players, external DACs, transports. You will have to do most of your own leg work searching.
If you're interested in a transport like mine, there's one up for sale (with a matching DAC) here now. Enter "Esoteric" in the search field on the AudiogoN home page and you'll find it in the list. Please don't think that just because I use one, that's what you should get! Remember this is older gear. It will need maintenance and repair sooner than new stuff, and sometimes parts are not available.
Search the archives here and at Audio Asylum for transports and DACs that people think well of. An Apogee Mini-DAC with USB will cost from $600 used. Keep watching here and on eBay for availability and pricing info. Also, frankly, the Cambridge 840 is a good player. You could do a lot worse than just get that. Get a listen to it! Mdconnelly has a good suggestion up there.