Yep. Back in the olden' days, about 5 years ago, that was a big problem playing HD movies over WIFI. Little glitches in transmission would result in lost data, screen freezes and so forth. Which is exactly why I bought a WD TV Live and set it up with a USB HD: I never, ever played movies over WIFI but instead off of the hard drive. I would sometimes transfer a movie, TV show or series, etc. over WIFI to the HD but never actually watched it in real time. If I was in more of a hurry, I just walked the HD over to the computer and transferred the files using USB 3.0, then again plugged it into the WD.
That was my plan again with the Roku but the display proved to be lousy. So I went with a second Apple TV and am again using WiFi to stream all data, including that already on the premises in the form of a file, and so far it seems to be working quite well. The Apple TV has a fair amount of memory on- board and I have no idea how much it buffers streaming data so it can better step over those glitches in transmission.
In the end, this entire second TV setup is going upstairs in the bedroom and if push comes to shove, I will just hang a PC off of the TV and damn well play whatever I want without restriction (both the WD TV Live and the Apple TV are quite sensitive to what files they will play). I am just not ready to do that where it is now, in a temporary place with insufficient room. Plus using a computer kinda' sux a bit regarding remote control in my experience.
Brian
We've been using a Roku 4 for about a year and half.
The Roku is very sensitive to the speed of your network. If your network isn't up to snuff the Roku will display your programing at a lower resolution and it looks like crap.