Lossless means storing music in FLAC, AIFF or WAV, like MP3, only sounds better.
The only ones with built in speakers are the Philips and Roku Soundbridge Radio, otherwise the others can all be hooked up to a set of active speakers.
In terms of sound quality, the Sonos, Squeezebox and Roku are the best, but also the most expensive, especially if you are listening to mp3's
The original Terratec Noxon is cheap but reliable and would work fine in a kitchen, the Noxon 2 is the replacement with a few extra features and a future add-on speaker.
The Acoustic Energy Wifi radio may also be worth a look for a bedroom.