I've ran my old Squeezebox Touches both wired and wirelessly, and have done the same with my current Raspberry Pi players.
As others have said, as long as the wireless signal strength is good, I find no difference is audio quality nor the responsiveness of the player in starting and controlling music. Wired is a little easier to set up if you are close to the router or switch and can connect with an easily concealed cable, but I have no problem switching to wireless if that means I don't have to run a cable between rooms or leave wiring exposed. Point is, don't waste time worrying about it for audio.
As others have said, as long as the wireless signal strength is good, I find no difference is audio quality nor the responsiveness of the player in starting and controlling music. Wired is a little easier to set up if you are close to the router or switch and can connect with an easily concealed cable, but I have no problem switching to wireless if that means I don't have to run a cable between rooms or leave wiring exposed. Point is, don't waste time worrying about it for audio.