First question: are you in the US or the UK? The device selection available does vary considerably.
Next, were you looking for a specific protocol? Typically Z wave or zigbee. The reason is that pocketsockets (the name we use in the forum for the plug in modules, to distinguish them from in wall receptacles) typically act as repeaters for their own protocol, so they can strengthen your overall network if they are of the same protocol as your battery operated devices, like sensors.
WiFi works differently, so it’s not a factor one way or the other for your other devices except that having too many Wi-Fi devices can slow down your overall network.
The least expensive “works with Alexa” Devices will be cheap Wi-Fi units from China, but there are a number of reasons why you might prefer something else. See the following recent thread for discussion (this is a clickable link)