Really, you want to break it down into the pieces above all else.
1. You want audio in a number of rooms. Stereo audio, at the very least. Double check rooms that may require four speakers, or outdoors zones, etc. Make a comprehensive list of every single room you want audio in! This includes rooms and spaces you may not think you want audio right now, but speaker wire is cheap, and drywall/painting is not only expensive, but sucks.
2. Consider, very carefully, if you only want wireless control of the rooms. A keypad by a door or other convenient location in each room may be a great way to start/stop music in that room and allow for volume control locally in that room without having to pull out your phone and go to the correct application.
3. Pick a main equipment location that is sufficient. A bunch of wires coming out behind your family room equipment is rarely the correct answer. You can't easily manage cabling there and you rarely have enough room for your family room equipment plus your distributed audio equipment. This can be a huge headache in the long term. I recommend a storage location with plenty of front and rear access to gear and good ventilation for your electronics.
4. Now wire your home. Wire it to the hilt! Cat-5e to keypad locations is perfectly fine, and I would use 14/4 wiring to each room (left/right speakers). You get all your stereo zones done properly. Make DARN SURE! you wire each cable accurately.
5. Pick your sources. Sonos is great AS A SOURCE, but it requires a lot of units to do your whole home. Instead, pick one Sonos unit to act as a source. Then you also want to get perhaps Bluetooth, or AirPlay or Chromecast devices which can plug into your distribution and amplification devices. Treat your sources as a separate line item from the amplification and source selection.
6. Pick your distribution device. This may or may not include amplification.
A good whole-house audio distribution system does exactly what you want. It allows any of your sources to be routed to any of the rooms in your home. You can individually pick a single room, or run the same source to multiple rooms. Each room retains individual volume control. So, your family room can match your kitchen and outside, while a different source plays in the bedroom. With keypads, local volume control setup is right there as you walk in/out of the room. Press a button, turn it on, press a button and turn it off.
Want phone control? Many of the distributed audio systems do allow for this.
My baseline recommendation:
http://www.htd.com/Products/Whole-House-Audio
You can check them out. They have phone control, 6 and 12 source options, built in and separate amplification, and really nail the points you are trying to hit. They offer keypads, and you can use them along with your phone, or just your phone, or whatever.
Why is this not all built into one cohesive unit?
That's really a silly question. Technology changes constantly! Amplifiers do not really change, and are expensive. So, if you have a Chromecast built into an amplifier, and Chromecast 2.0 comes along, you have to buy $250 worth of amplifier to get the latest and greatest. Plus, half the world wants one thing, and the other half wants something else... Then, two years later, they all want something different. By separating everything, it gives you the greatest flexibility you could hope for.
FINALLY: If you have a HDMI source, there is nothing illegal or wrong with extracting audio from it. It does NOT violate any rules of HDCP in any way. There are tons and tons of HDMI audio extraction units on the market from major manufacturers. It does not defeat HDCP in any way, but allows for audio to be de-embedded from the HDMI stream. There are also digital to analog audio converters (DACs) for sources which also offer digital coaxial or optical outputs which work very nicely. For example, I use my Roku and AppleTV devices in my distributed system by using DACs to give me an analog audio feed.
