I'm probably going to get flamed here, but some would not consider the Sonos in the same category as a mainstream hi-fi seperate stereo network audio player. The (subjective) guide for these types of streamers is build quality, components and therefore hopefully sound quality. You could actually consider these devices as a modern replacement for the high quality CD player, in the traditional hi-fi seperates/components stack. I believe the Sonos serves a different purpose - ease of use, connectivity & multi-zone ability. Popular (<£700) examples of these hi-fi streamers include:
Denon's DNP-720AE & DNP-F109
The Marantz NA-7004
Cambridge Audio's NP30 & Stream Magic 6
Pioneer's N-30 & N-50
Like I said before, the manufacturers of these network audio players have gone the UPnP/DLNA route for network music file access, so the file presentation, eg 'jukebox', is governed entirely by the UPnP/DLNA server (though I would agree with some owners that at least the option for network shared folder access would be beneficial in some circumstances & hopefully they will consider this in future models & in firmware updates for current models).
Also gapless is supported by all these devices (admittedly following several firmware updates, for some), if you use the remote control or the control app made for the device to select and play music. If you use a third party UPnP/DLNA controller (such as the BubbleUPnP app), so you are using the streamer as a UPnP/DLNA renderer, then currently only the newer Denon DNP-F109 supports gapless in this price bracket.
Nobody who takes their music UPnP/DLNA server seriously would use the 'default' Microsoft one, eg via WMP/WMS, since it does not support some of the standard music file formats, it is not very configurable and it is unreliable. More decent ones to use for music include Minimserver, JRiver, Mezzmo, Twonky, Mediatomb, Serviio & Foobar2000 player with the foo_UPnP plugin. Potential network 'surprises' may be that some of the streamers would work better with some than with others (eg pause might not work for particular model/server combo), however all the above are free to try (some entirely free) and support for the ones listed is good.
The DNP-F109 is Denon's latest streamer, designed for their new F109 mini series, but it is available for purchase seperately. It's price is ~£250, here in the UK (hence my rough conversion to ~300€, as you were talking mostly in euros). So no, I did not mean the Denon DNP-720AE, which is actually one of the oldest, but cheapest players, available in the UK for ~£185 (specifically from Sevenoaks Sound & Vision, a very popular av outlet in the UK).
Considering your path I would strongly recommend replacing the 'all' streamer's original power supply too, with a more stable one, if possible. Most of these streamer manufacturers have saved on costs by supplying a cheap, poor quality power supply. Interference from the power supply is one of the major (and relatively easily avoidable & fixable) causes of poor sound quality. It's quite possible someone has gone down this route before, so it would be worthwhile researching this topic further as there could well be recommended replacement power supplies available for the streamers you are thinking of using. If you are considering not using a DAC, then you have to be sure that you (personally) are happy enough with the sound quality of the AV amp's own internal DAC for stereo.