The biggest reason I avoided Sonos, when I was originally considering them, is because they were proprietary. I opted, instead, to assemble my own system the traditional way, with speakers, a receiver, and (at the time) a Squeezebox 2. That was a fantastic setup, and even when Logitech discontinued the whole Squeezebox line, the server software stayed available. (It's still being worked on today, although with its lack of hardware players, it's not very attractive anymore.)
I'm still using the same speakers, with a different receiver and subwoofer, and I now drive them with my PC instead of a dedicated player. Buying standard components has let me replace each piece when I was ready. I can still sub out any piece, twenty years later. Everything is interoperable, nobody can lock me into anything. Even all my archived music is in FLAC format, which works almost anywhere, and can be easily converted to any lossy format as needed.
I can substitute anything, and nobody can decide to wreck my system for their benefit. It's not turnkey like a Sonos, but is superior in pretty much every other way. It just took some effort. I had to plan the system out before buying, I couldn't just show up with a credit card.
I don't remember the detailed cost analysis anymore, but I think it was also a lot cheaper than a Sonos.