boy lah, Ive had some luck with pre-amps (active ones).
I'm over the moon and exstatically happy with my hot-rodded Consonance Basie (http://www.diyhifisupply.com/diyhs_basie.htm). The transformer based pre-amp that Dean (SCIDB) uses is available from the same company.
Including all mods, I'd put my Basie at about £650.
I havent heard it, but a lot of people rave over the 'Grounded Grid' pre-amp (http://www.transcendentsound.com/preamp kit.htm). I trust some of their ears, so this looks like another good active.
These are all kits so far.
Glasshouse also do a decent active pre-amp kit. This will be dearer, but comes with an excellent phono stage. If you need a phono stage it would be worth thinking about (www.hificollective.co.uk)
For non-kit quality, you could try an Eastern Electric Minimax. This as mentioned is available for £400-£500.
I would ignore the prices on any of the above, and test them against any pre you like.
3dsonics (thorsten) mentioned an unusual active pre-amp that Im sure he would talk about if you sent him a PM.
If you cant get on with a transformer based pre, then its likely that a passive pre-amp isnt for you. They are supposed to be the best of the passives. Again though, I havent heard one yet myself.
I am currently using a vintage pair of Altec speakers. They use alnico Altec horns with 15" bass units. I aim to add JBL 2405 tweeters in the next 3-6 weeks. (http://zerogain.com/forum/showthread.php?t=4&page=37&pp=15)