I had issues (buffering) with You Tube 1080 p buffering over Wifi . No issues at 720p though also none with Netflix HD. Not into a Sony set but rather a PC with HD video HDMI into a Toshiba.
The Sony PS3 on the big set streams Netflix HD over WiFi without buffering . As you probably know PS3 does not support You tube without a 3rd party app.
If your Roku buffers the TV might also ....... that sometimes depends on your internet connection speed ofc Ethernet is always better I would try the WiFi and see.
The Soviet people feared the KGB was watching them through their TV's ........or listening to them through their radios, so they kept them turned off often when they wanted privacy .
Now the NSA/ DHS are in fact watching us with our computers cell phones surveillance cameras drones,satellites etc ! ...
I use Wi-Fi and never have any problems to speak of. My TV is in the basement and the router is upstairs. When I moved to Wi-Fi and first tried it I was amazed that it worked so well. My ISP is WOWWAY.