The HDX is wonderful. I think it's very underrated. Out of all the dedicated "music file" players, it's my favorite both in terms of musical presentation and reliability.
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Its impossible to quantify how much better it'll sound. 8 times better seems pretty close though.
In all seriousness, it'll be a very big upgrade if you're system's good enough to show all the differences. The Planet's a great CDP, the HDX is a few steps up in every way. If you've got the cash and appreciate the Naim sound, its a solid investment IMO. Far better than any Sonos will ever sound. And its upgradable with an external power supply. I think there's a way to control it with an iPhone/iPod Touch, but don't hold me to that.
I happen to own both NAIM & Sonos gear, and considered the HDX. Seems like with the HDX you're paying a premium for the integration of some hyped functionality. For example, the HDX's "bit perfect CD reading" can be had from any PC as can ripping. There's no possible way NAIM (or anyone else) can improve on the already bit-perfect consumer products out there at commodity prices. Plus I doubt that NAIM has equaled or improved upon the end-user experience of an app like iTunes. All that said, if you want the convenience of a fully integrated device the HDX is certainly that. If Sonos could stream 24/96, if would be close to ideal for me. They've done everything else remarkably well (although I have quibbles with their mostly excellent and free iPhone app). I've used mine with Berkeley & Nova DACs, and it performs great other than not being able to stream my high-res content. I may get the new Logitech Touch which can stream 24/94, although it requires server software running somewhere (NAS or PC) which the Sonos does not. Let us know what you end up doing!