Yes. If you use an app like AirParrot, you can do it from windows as well. Can't speak to android specifically but I believe there's an App For That as well.
> Alright, being limited to certain devices seems less bad than being limited to specific apps like Sonos
Sonos also supports AirPlay, as well as DLNA/UPnP rendering. So for example you can set a Sonos speaker as the output device, wirelessly, in the latest nightly builds of VLC[1].