Theres an important decision you need to make - do you want a fully automatic machine, or a manual machine? The difference being that with a fully automatic machine you dont really have a choice about how the extraction of the espresso would be but its easy one button and u have coffee. With a manual machine its a bit more effort but you can alter the grind, the tamp pressure and the extraction time to produce a different espresso shot that suits your taste and the bean - this is important as all coffees are natural and different.
I have a Breville 860 espresso machine. It is manually operated although you can save certain settings (such as extraction length). It has a grinder and steam wand built into it so its a great all rounder. The downfall is that it is thermoblock machine. This means that there is a block that is heated up and when the water passes over it heats the water. Thermoblocks are usually frowned upon as they cannot maintain a constant temperature during extraction. And because this machine only has one thermoblock, you can only use the espresso extraction or steam wand at a given time (but not both). Not a big deal if youre just a home user.
For anything higher end, you will end up paying higher and higher prices. The Breville 860 is about R4500 or so from @home. I havent come across anything in the same price range that has the same features. If you really enjoy coffee, I would stay away from fully automatic machine. And if youre willng to spend, I would go with something a bit higher end - something with a boiler instead of a thermoblock. Once youve defined a budget and a choice between auto or manual, we can refine what your choices are.