Getting started with digital instruments

[aaronwindward]

My 27' sailboat currently only has an analog knotmeter and analog depthsounder, and I'm not really pleased with the performance of either.

I'd like to get a setup with the following devices:
-Tiller autopilot
-Depth sounder
-Speed transducer
-Wind meter
-GPS

I'd like these instruments:
-Chartplotter
-Depth/speed/windspeed/wind direction instruments
-Tiller/rudder position, if possible
-Some way to get the above data out of the system into a PC/laptop, for after-the-fact analysis, that can be exported to reasonable formats like CSV or Excel.

Other factors:
-Stuff that supports the newer protocols and isn't likely to become obsolete soon is better
-I'm pretty good with the fundamentals of electronics, networks, busses, computing, etc, so I can probably figure out anything reasonable, and hook up an oscilliscope to do basic diagnostics, etc.
-No budget yet, but hoping for the total system to cost less than $3500 USD-ish

The main goal I'm trying to accomplish is to get good data, both realtime as I'm sailing, and after-the-fact, to understand my sailing performance, in terms of polar speeds, pointing ability, leeway, tides, etc. I'm the sort of guy that just loves to look at hard data to try to learn interesting things from it, so I'd like to be able to get data into Excel, Matlab, and similar to do some analysis.

A secondary goal is to get a simple tiller-compatible autopilot that can take advantage of the digital instrumentation. It would be great to be able to get data from it too (compass, rudder position), but I'm not sure if normal tiller pilots have a "data out" for that sort of thing.

I've done a ton of Googling to try to get a feel for what's out there, but I'm still not really sure where to start. Can anyone help me with some pointers? Are there any good ways to learn about the world of marine electronics?