There are a few basic questions to ask yourself:
1) Do you want multi source as well as multi zone (i.e. play different things in different places)?
2) Do you want to avoid running wires at all?
3) Do you listen to internet radio?
4) Do you only want to listen to a music collection stored on a hard drive, or through other sources as well?
5) Do you want to do this yourself, or just buy a plug 'n' play system?
#5 really is the determing factor, if the answer is just plug and play, no wires, hit all sources (or almost), then probably Sonos, although Logitech also puts out some decent products I hear.
If, however, you do not want multi source, and you may want to do stuff on your own. Well then you can buy a relatively inexpensive refurb stereo receiver, a speaker selector, impedance matched volume controls for each room, and assuming you have itunes music, an airport express. You can use an ipod touch, or iphone, as a remote for such a system. The downsides are running the wires, and that you have to play the same thing everywhere.
I've been looking into doing the same thing, that is what I have learned thus far.
The short story for cheap, if you don't mind the work.
Run speaker wire as required, and cut in volume controls & speakers $(What you decide to spend) Decide ahead of time where you want the gear FOREVER!
Squeebox duet thru Zone 2 unamplified pre-outs on Onkyo $150
To a Onkyo M-282, for main zone $150
Use pass thru to Sherwood Stereo receiver with 4-/zones $150
Use Cell phone or Squeezebox WIFI controller ($150) for, well control
Results:
6 Multi Zone (one spare zone right now), Multi Source, Works very well for me!
Zones: Main Living Area, M-Bedroom, Deck, Garage, Media Room w/Axioms thru Onkyo 706 (for me)
Add 2nd Squeezebox and cell phone as needed for control & another source on top on Onkyo Sources and Sherwood sources
And if needed a RF remote for receiver(s) control
