Hi James. Looks like you're off to a great start with the tube system.
If I were you, I'd set aside $300-$400 for cables (speaker, jumpers, IC) and spend the rest, $1100 or so, on the speakers. As you continue to add really nice pieces in your rack, the weak links are going to become more and more obvious soundwise. I was actually quite surprised at how much of a difference an upgrade to the power cords, speaker wire and IC's made in my system over the stock cabling. And believe me, there wasn't any bigger skeptic than me at first. And I agree with Goatwuss that you shouldn't need to spend thousands on the cables to get a substantial return. I've enjoyed the results from my Signal Cable purchases, and there are several other affordable, quality shops offering comparable product out there.
Merlins do indeed get raves from speaker reviewers. JM Labs are also nice. I've own Tylers and Epos and I think each were worth every penny. Whatever you go with, try to preview them if at all possible with a similarly rated amp. Your own ear should be the only measure of a nice speaker. It'll definitely save you a lot of time and hassle.
Whatever you decide, best of luck.