As has been noted, there are issues when you have Sonos speakers with the same name as either your Echo devices, or other smart devices - essentially Alexa doesn't seem to understand where/how to route the query.
If you create a Device Group in Alexa called, for example "Office"
You add your smart bulb called "Office" to that Device Group
You have your Sonos speaker(s) in that room called "Office"
And you have your Alexa named something differend "Office Alexa", for example
Then it appears that Alexa can correctly route your requests.
"Alexa, Turn the office light on" works
"Alexa, Play Katy Perry in the office" works - and so on.
It doesn't seem the 'official' way, which is to name everything differently, but I've been running with this setup throughout the Beta without issues; initially by mistake, and then intentionally as I found it solved my issues.
One final note, you may need to remove or rename your smart devices to create the Device Group. For some reason you can't create a group called the same as your smart devices, but it's fine if you have the group created and then Discover the devices later.