home theater sets can be as cheap as $300 or as expensive as $30,000+ so i would suggest trying to give us a rough ballpark to work with.
on the cheaper side of things the energy 5.1 classic take set is not terrible and is respected as a quality budget set. the pioneer andrew jones (bs22 and similar) set is also good for the money
in the midrange klipsch bookshelves are quite nice sounding. i own a satellite speaker system from them myself and i've been nothing but happy.
most cheaper subwoofers will lack power. to get into any higher output subwoofer expect to pay $400-500 and up. that is not to say that cheap subs like the sub1000 from dayton, the psw10 from polk or the sub that comes with the energy set arent decent - they are for their price range but if you're expecting to shatter windows or knock paintings off of walls they will not do that. heck, even my 450w klipsch subwoofer while providing good bass levels that can vibrate the walls isnt going to knock anything over.
for the record, a klipsch subwoofer, my satellite set and a mid ranged receiver were about $1400. a set of bookshelves will cost you at least a few hundred more.
tldr: give us an approximate budget, room size and a bit more of an idea what you want.
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