what to buy first

Since you have Small B&W's and assuming that you have a source,  i.e DAC/Computer or Cd player or Turntable,  I would start with and Integrated or Amp/Preamp.... Just with that change, you'll be quite surprised how much better those speakers sound. 
Good Luck, Tim

@mhsmith,

What HT Receiver do you have? What B&W Speakers? What is you source? CD? Analog TT? Providing some additional information may help folks offer a more informed opinion.

Regarding "what to do": consider the end game. What do you want to have at the end? Will it be a 2-channel system? What will all of the source components be? Will you have an analog source, such as a turntable, as well as one or more digital sources? 

+1 reubent.
OP, Do you want an 'Audiophile' system? or just something to play music decently?
If the former, then I suggest trying to visit some Brick and Mortar Dealers and listening to as many speakers as you can-Then you will get an idea of what you like.
B