If your concerns are about space, why not look at the high end active speakers like those by ATC. This would eliminate the need for an amp, while maintaining a high-end sound. I've only heard a pair of their monitors, but the sound was very impressive. Pricey if you get into the bigger boxes. An SCM 20 montior is around $3500, while the SCM 100 3-way is up at $11K. If you pair that off with a front-end player with a good gain control (not sure if your Sony has that) you won't need a preamp. I'd go with a laptop computer system as Kublakhan suggests, along with a USB DAC like the Benchmark. RIP your file to WAV or Apple Lossless and you'll be cookin' with gas!
Marco
Marco