Mayan, If you have CD collection Better to go with CD Player+AMP and Speaker.
Since you Prefer Classical and western, Better to go with a Neutral Set-up.
With Your Budget, You could try Marantz,Nad,Cambridge Audio,Nordge Amps and Polk, Whraf's ,usher,Sonodyne,Boston etc.
Marantz + Boston , Nordge+Sonodyne, Cambridge audio+Whrafs are the combination which you could try audition.
I am not sure about the Audio showrooms available in the Vadodara,But you could check online or some forum members might suggest the available location for audition.