The DAC's in most name-brand DVD players are very good these days, 192kHz with decent analog filter components, so I wouldn't consider a built-in DAC to be a valuable feature in an amp.
I recommend against jumping too far ahead of yourself when upgrading a stereo. Your Sony doesn't provide a balanced basis for comparison, so your first step is to get a well-balanced rig so you can determine which specialized gear is right for you. For example Maggie's are nice, but are they nice *for you*? They aren't for me. Get your standard of reference and *upgrade only when you've actually heard the benefit to the upgrade*. Here's how I'd steer ya:
DVD player: any current Hitachi - has good DAC and the most overlooked feature that directly impacts sound quality, the ability to *disable* auto-power-off, keeps analog circuitry warm
Amp: Cambridge, Arcam, Sugden, Rega, and Creek all make superb simple affordable neutral integrated amps, find one used the has about 1/2 the power rating that you're used to (a 60W Rega smokes a 120W Sony), don't consider tubes until you befriend a local wirehead
Speakers: No idea what brands are in your area or what style suits your music, but first thing you should do is knock on the cabinets - ideally you should hear more knuckle than cabinet (knock the 1st joints of your middle fingers together to hear what I mean). Any sound other than knuckle is added to everything played through those speakers. Then look for woofers with paper cones and rubber suspensions, and cloth dome tweeters. First stop - Mission, then KEF, then Monitor Audio (their bronze series breaks a lot of my rules, but they really engineered their way around the faults).
Accessories: Most importantly, get decent speaker stands! I'm talking heavy metal tubing which can be filled with sand, and thick metal plates. On top of getting the speakers into the right positions, remember the non-knuckle sound of the cabinet? A lot of it conducts through the metal and dissipates in the sand. A $120 pair of speaker stands will make a $300 speaker sound $300 better every time. Everyone and their dog has a theory about cables, just start with whatever cheap interconnects look nice, and OFC 12ga stranded speaker cables, if/when you upgrade, you'll find a use for them elsewhere. Subwoofer? Maybe, start with a passive, run separate cables to the sub, don't pass-through.
Total cost should be around $750, from there you can determine on your own what exotic gear is right for you, your music, and your room, or if you'd rather spend the money elsewhere. If you jump into high-end gear too fast it will not be the right gear for you, and you'll never know how or why. You'll just sit there thinking your $5k stereo kicks ass.