You used to need a bridge (or to plug straight into the router), but I'm pretty sure that you haven't needed to, even on old hardware, for a year or two now.
Sound quality is very good (I'm no audiophile myself, but it reviews well, especially the three and five models).
The main downside with Sonos is that you can't, generally speaking, just push things to it. You mostly have to use the Sonos app and hope that it works with the service you want, or access music from your library that way. For the most part, that's OK, but it does make it fairly useless for, say, podcasts, because there's no native service other than TuneIn. A handful of third party apps do let you push, including recently Spotify, and it seems like Sonos plans to move away from the centralised app, but I wouldn't count on it.