I don't have any personal experience with Amazon Music, but have you looked at this FAQ page already? Amazon.com: Amazon Music HD FAQs: Digital Music. You might find some leads that help you along. Good luck.
I never heard the Theos. But if you would get the PrimaLuna (integrated or power amp), I bet you won't be disappointed. And as soon as you feel comfortable, start tube rolling. As always, if you can audition any gear at home, do so.