Oh man...
Ummm
Honestly? Bluntly? Don't hate me? Well.. You can if you want.
Pioneer completely sucks the big one. Totally. They only have one decent lineup, and that's the Pioneer Elite series. Unfortunately it's priced high enough that the average person won't buy it.
Klipsch.. ehh. Some of there stuff is ok, but I can't stand horns. Too directional and not really optimal for setting a good sound stage. Not to mention they tend to be a little bit on the bright and aggressive side.
Insignia? lol. That's a Best Buy store brand. That's not exactly hi-fi material. That's like going to Radio Shack and buying Nexxus. It just isn't done.
Ok. Forget the Klipsch, unless budget restrictions place you in their zone. Definitely forget the Pioneer and the Insignia.
I just thought of something that will make you melt.
B&W (Bowers & Wilkins in the UK) makes an absolutely dynamite bookshelf speaker. The 600 series is off the hook. Killer stuff. I tried to find you an online dealer and I can't. B&W actually makes one of the BEST loudspeakers on the planet.
Yamaha makes a really good powered subwoofer. Tight control. Punchy, not over-exaggerated like the Klipsch will be. Paradigm makes a really good one as well, but I think that you will find it to be expensive, a little bit out of your range.
Yamaha also makes a good center channel, as does B&W.
You could pick up B&W for the rears or opt for a pair of Audio Research (if they're still around??)
Here's another scenario. Wharfedale isn't TOO bad. A little thin sounding, but they're also quite cheap. You can pick up two pairs of the Diamond 9.0 and then grab a Yamaha center channel.
Scenario number next. Grab two sets of Mission M30i's and a Mission center channel. I'm not crazy about Mission subs, but I suppose they get the job done. I'll stick with Paradigm or Yamaha.
Lastly, look into Magnepan. They make killer speakers. They are made in Minnesota, and they make the Magneplanar, which is infamous. They are supposed to be a little cheaper than the B&Ws, so check them out...
Trust me, you'll love the sound of this stuff. So you'll have to spend a few extra bucks, but your ears will thank me.