Just my 2 cents worth: none of the interfaces compares yet to Sonos. It has by far the most usable, fastest, sleekest interface, both in its handheld controller and it the desktop controller you can install on any computer. Once you actually start using a media player, you really come to appreciate the importance of easy, fast navigation, especially when you have thousands of songs. The Sonos' one big drawback is that its remote is proprietary and will not control other equipment. For me, it's worth it though, as no other system even comes close.

Just for clarification, almost all devices out there do require that your music be stored somewhere on your network, either on a standalone NAS or a computer.