Much of this is outside of my specialties so I am going on recommendations of others.
I often see Onkyo being highly recommended in nearly every price bracket. Pioneer makes a decent affordable mass-market reciever. Harmon Kardon and Denon are often recommended in the price brackets they sell to. Bose is often a brand that isn't recommended because the sound and build quality doesn't stack up to the marketing and price.
I recommend being careful about using specified wattage when comparing models. While Harmon Kardon specifies the wattage as all-channels-driven using RMS ratings, many other manufacturers use peak ratings, and measure with only one channel driven, which is easier on the power supply. Nevertheless, if you are using a subwoofer / satellite type sound system, wattage doesn't matter so much, nearly any receiver should do for most rooms. It does
matter for full-range speakers, but how much power you really need depends on the speakers and environment, it may take some experimentation.
For the money, consider a Canadian brands. Energy, Paradigm, PSB are examples, and there are others. Wharfedale and Athena is also sometimes highly recommended as well.
Headroom phone buying guide
Beyerdynamic, Grado and Sennhieser are often recommended, but which model from which brand depends on price range and personal preferences. Trying them out in person is often most recommended.
In a different thread, forum user mulveling provided a handy list for budget minded people:
$20 or less:
Philips HP-170 (closed, circumaural, $20)
Koss KSC-50 or KSC-55 (open, supraaural, $20)
Sennheiser MX500 (earbuds, $15)
$50 or less:
Koss KSC-35 (sport clips, $30 from koss.com)
Koss Porta-pros (supra-aural, open, $50)
Sennheiser PX100 (supraaural, open, under $40)
Sennhesier PX200 (supraaural, closed, under $40)
If you can stretch your budget just a little:
You may want to look at the Grado SR-60s (open, supra-aural) or Sennheiser HD497s (open, supra-aural).
Full Range Speaker
This is a speaker that can go down to maybe 30Hz. They are usually floor standing.
While I think "receiver" is a term that refers to the radio tuner, often it means an integrated digital audio decoder, audio processor and amplifier in one box.
This refers to a small speaker which doesn't emit much bass sound. They usually need stands or wall mounts to raise the tweeter to ear height.
This is a dollar-intensive alternative to all-in-one receivers, where the audio processor, amplifier and radio tuner are all separate units. The principle is to make each component of a higher quality and separate components such that they do not interfere with each other. This is not recommended for most people.
This refers to a box that only generates bass and sometimes sub-audible sound.
This is the smallest speaker on a speaker assembly, it generates the highest frequencies.