I think this is the best advice you can get for a starting point on which one you should get.
Here is a list of 2011 Blu-Ray players that I have. I don't have one for 2012 yet, and if there is one available, please post:http://news.cnet.com/lg-smart-tv-on-...0054905-1.html
The smart apps are pretty accurate(not 100%) for up to date info. CinemaNow is available on Sony players now(5/19/12)
It all depends on what you want. They all pretty much look the same as far as picture. But the UI's(User interfaces) on different apps(Netflix/Amazon/YouTube) might be more appealing on one machine, then another. Too numerous to go into.
Some offer CC capabilities, while others don't. This may be a big deal too you, or not.
I personally have the following:
PS3-Offers Netflix(with CC), Amazon(very good UI), HuluPlus(again, very good UI), NFL Sunday Ticket(stands alone for this available option. But at $349/year. OUCH!), MLB.TV(Best UI available on any machine IMHO), NHL GameCenter(Never tried. Has all out of market games available), VUDU(excellent quality, even at 720p). At $249, you get all these apps, plus others, an Internet engine(very clutzy, but still available), a Blu-Ray player, and a Gaming machine. Pretty good for $260(including tax).
Roku-Older version(720pHD max), but still works well. I keep it because mine has a grandfathered in version of YouTube(consumer made), which IMHO is the BEST user version out there. Bar None. Much easier to navigate, and use than any other version out there. Is no longer available too anyone though. Like I said, that is the reason i keep it.
LG ST600-SmartTV box that I picked up on an OB at Best Buy(like $70). Works well, but out of all 4 would be the one I would get rid of if I had too.
Samsung UN46D6000 SmartTV- Again, has a nice interface, with a tone of apps you can add, but would rather use a standalone STB/Blu-Ray instead of the TV. Nice though.
If I were to recommend one, get the PS3. Most functionallity available. PS4 could be right around the corner(maybe a year from now?), but for $249, you really cannot beat all it can do.
Cheaper route, I would say go with a new version of ROKU. But just get the one that has a ethernet port. If you can hardwire ANY of the above, go that route. Much better with regards to reliabililty, with few, or no breakups.
I should add that all of mine are connected from the ethernet cable via a Belkin 1000MBPs Powerline adapter. Works GREAT. My ISP(TWC), "averages" about 7-8MBPs download. Sometimes more, sometimes less. Anyway, never any breakups. Even on 720P VUDU movie downloads(HDX would be too high for me)