When it came to audio in general I actually started with the home theater route. I was putting my wife through college at the time, so money was tight. One of our favorite things back then was going to movies, so I decided that the best thing to do was to save money by setting up a home theater (Awww...that might have been my first good self-delusion to rationalize buying electronic toys).
DVD was pretty new, so I ponied up for one to add to my VHS player and my huge 32" TV. Everything was just fine until I noticed there was something called Dolby Digital on the DVD menus. I made sure nobody needed to use the phone, and fired up my trusty AOL modem to do some research. That started me on my quest. I made friends with the stereo store in the city where I worked, bought the cheapest used receiver I could find, and they were kind enough to give me some of their speaker castoffs, since I didn't have money for speakers.
My first setup literally had five completely different types of speakers, since their castoffs were situations where one of a pair had been damaged or destroyed. It was a total monstrosity, and now that I know better, it must have sounded awful - but I loved it! I was hooked and have had a home theater ever since.
What's funny is that, even though I have loved music since my teens, I never really got into headphones until just a few years ago. I had tried several, including some Sony's, Klipsch's, and Senns, but I honestly was one of those people who was like, "Nah, there's no difference - why would you spend more than $20." But after a discussion with my team at work, I was curious enough to try again.
I picked up a pair of Senn HD558s on a Black Friday deal at Best Buy. Feeling nostalgic, I threw on my "Live at the Roxy" CD from Social Distortion - and my mind was blown! It had been 15+ years since I had been to a Social D show, but when it started playing I felt like I could see the stage, Mike Ness moving around behind an old-school mic, Dennis Dannel messing with his guitar, the distortion screech just before the wall of guitars hit. It lit up visual and auditory memories from decades past in a way I hadn't experienced before. And that was that.
After all these years, I'm just about done with my "dream" home theater, and managed to include a very comfy headphone listening station to boot. After I put on the finishing touches, I'm looking forward to sharing it on the "rigs" board to see what y'all think.