I've got two Roku 3 boxes, a fire stick, and a fire TV. If I had to pick just one I'd get the fire TV. It's twice the price of a fire stick and similar price to a Roku 3. The older Rokus and Roku sticks are pretty slow to navigate and start streams, but otherwise the interface is similar if not identical. Roku 3 and Fire TV are on par for speed. The newest Fire Sticks are surprisingly snappy, but noticeably slower than Fire TV navigating around and starting streams. The Fire TV also can stream 4k video if that matters to you. The Roku 4 can as well, however I don't have one to compare.
A lot of this comes down to your internet speed. You will need at least 10 mbit to really enjoy the experience. It can be done with less, but expect more buffering and pixelation.
We have FIOS 100/100 mbit internet without any TV package. We tried Sling TV for a year which was $20/mo for about 20 channels including ESPN which was nice for college football. When Playstation Vue came out we switched to that instead because it includes Big Ten Network. We pay $35/mo for about 60 channels on PS Vue. It includes CBS, but not FOX/NBC/ABC. I installed an antenna on the roof for those, and that works great. This depends on your market and if the local affiliates are independent. We recently tried Directv NOW with their intro 100 channels for $35/mo offer and a free fire stick. It buffered way more than PS Vue, and sometimes just wouldn't work. It allows 2 streams at once rather than Vue's 5, and it doesn't work on Roku yet and no DVR function. We went back to Vue which offers less channels but more features, and is much more reliable. Sling TV only allows 1 stream at any time. One nice benefit of Vue is you can use your Vue login credentials in BTN Go, Watch ESPN, NBC Sports, and other standalone websites/apps that allow you to watch outside your house. I find the PS Vue app on android annoying to use, and if you're outside your house it blocks certain channels. I don't use it much.
All this is on the up-and-up as opposed to Kodi add-ons people talk about. Hulu is supposed to offer a live TV streaming service soon. I will be interested to try that.
I will say that the PS Vue interface on Roku is terrible. There is no channel guide, and you have to drill through 3-4 menus to get a channel or show to start playing. PS Vue interface on Fire TV or Fire Stick is way better and includes a guide, albeit backward from any other guide in that channels are listed across the top and time down the left side.
With all that said, we pay $60/mo for internet (2 year intro offer) plus $35/mo for PS Vue. We also have Amazon Prime, but I consider that paying $99 shipping for 2 day shipping with a free streaming service built in. We watched the Grand Tour series on Prime in 4k which was pretty good, but other than that we might stream a movie once every couple months. We split a Netflix account with friends so my wife can watch previous season TV shows. Any of the boxes and most smart TVs will stream YouTube so I can watch Roadkill, Dirt Everyday, and other Motor Trend shows, plus AVE and several other channels.
Lot of info out there, it's not as simple as Comcast vs FIOS vs Direct TV any more...which is great!