I'd echo what CliffS said tbh.
The Squeezebox is probably the cheapest yet decent solution that gives you a remote in your hand whilst you're listening, as does the Sonos but at greater cost.
Also Sonos is a closed system AFAIK, whereas there's a very active community developing stuff for the Squeezebox/Slimserver platform.
Personally I have an Airport Express feeding my humble little F80, and to me it sounds fantastic, though it is parked practically next to my Mac so control isn't so much of an issue.
Presumably we're talking predominantly CD here?
I ask as the more expensive devices will be able to play higher quality source files without having to down-sample them.