These are some things you might want to consider:
1. RSW-12 is a nice subwoofer but for a dedicated HT room i'd go even bigger, either an RSW-15 (only if you can get it at a good price) or an SVS sub
2. Maybe separate amplifier and processor? You'll get better power, more flexibility, and greater overall performance. Also keep in mind that although Klipsch's are efficient speakers, they can suck up a lot of juice especially during big action scenes or similar music.
3. Overall, I am very happy with my rear-projection TV (which is probably similar to a DLP), but you might want to take a look at projectors. I personally did not like them before, but after seeing a recent setup with a high-quality screen and projector, I must admit it looked like a plasma TV. Especially since it had a nice trim and wasn't have a pull-down screen.