Since you can run a ethernet cable (Use Cat6a) from the router to where the Zone Player will be that's perfect.. you won't need a Bridge, that unit will be your first hardwired link, also since the Sonos unit has two ethernet ports the W4S unit can be slaved off the Sonos so it also has internet connectively and is on the network. As for the Bryston, yes the Sonos will give you all internet radio and music services your heart desires, and more! So you could also go the Bryston route, although the Bryston isn't designed as much for network connectively, it uses local USB drives for storage, not a networked, or internal solution.
As for setting up a NAS, it is chimp simple.. really the NAS just attaches to your router.. virtually no setup.. the Netgear are particular easy to setup , well made and work perfectly with Sonos and other devices. http://www.netgear.com/home/products/storage/advanced-prosumer/RNDU2120.aspx
What I wonder is how to get the music you rip to the W4S server (if that's how you go) off the unit? it appears that the W4S unit has ethernet connectively , so one should be able to copy those files off the unit, if for no other reason than to backup the files.
I'm thinking in terms off access to your music on both systems.. if you rip your music ( I'm assuming you haven't ripped your CD's yet at all?)
to the W4S how does one get them off?? I ask that because you're going to absolutely want any CD's that you rip, also available to play through the Sonos. The best and easiest way to do that with Sonos is with a NAS.. that way no computer needs to be on.
If you can't get the music off the W4S, then I'm wondering if you can load files directly into the unit, and can it be done over your network? If that's the case you could rip your CD's on your PC/Mac to the NAS and then copy them over to the W4S unit.. I'm just thinking about how to reduce as many steps as necessary.. From a simplicity stand point if the W4S lets you (it really should) copy the files off it's HD then you could rip your music with it then simply move a copy to the NAS for the Sonos to be able to access.
Well once you decide what unit (not the Sonos) you're going to use you'll be able to figure out the best way to store/rip your CD's...