You lose the whole digitalness pretty much right away. If you go over copper, which would be your RCA cables and whatnot, you would just be amplifying through your stereo reciever, maintaining the digital quality in an analog format. That being said, everytime you listen to something, it's analog, digital is 0s and 1s, so copper would work just as well, without all the wireless expenses. There are wireless options if you really don't feel like running wires, and those allow you to control your music as well.
I built a computer into a stereo, once upon a time, alas, it's broken now, and I could fix it... but I need to go to college. And in that, I had the working amplifier/radio components, along with those of a microATX computer, complete with CD drive, 80 gb HDD, and I still used basic copper for the connections.
Anyway, basically, if you're looking for a means to simply put your music somewhere else, and just amplify it, copper is the way to go. If you are looking for controlling the music, as in the songs you're listening to, playlists, etc., then go along the wireless route. But you know, speakers are still connected by copper, and if they suck, or any wire along the way, or the stereo itself sucks, it's not worth the time for a wireless route. I have seen wireless control units, but they cost in the $400 dollar range.
If you want the best bang for your buck, go for the copper.