I am building an Adobe style home with thick walls.  I could install an access point in the same room if the wireless is a good option

Wireless is the best option if it works.

Going wired you run into a lot of issues that you probably would be happier avoiding.

Multiple Access Points and mesh systems seem to work well, extenders not so much and Sonos doesn't offer support for them.

Depending on your choice of speakers, the latest Era 100 and 300 are primarily intended for wifi connection. An adaptor is available if you need to wire them, but Sonos seems to think wireless is the way to go.