I was very excited for the integration and decided to buy one of the echo dots, but have been throughly disappointed so far. The lack of ability to use all the premium services has been a big disappointment.
The other major issue in my mind is that the volume for every Sonos device playing music gets reduced when someone talks to Alexa. This is not a good feature in my mind. My kids where having fun playing with Alexa (not trying to change anything through Sonos but I couldn't listen to any of my zones in the house because every 10 seconds the volume level would change. The kids had taken the device to their bedroom but it completely ruined the experience. If I could have figured out how to completely disconnect my speakers from Alexa at that point I would have.