FireTV absolutely has Plex.
I personally have never used a Roku, so I can't compare those for you. I use Amazon Prime Videos, and I like some of the options available for the Fire TV, but I have to admit what got me to jump was the $19 release price to Prime members. Once I got hold of the Stick, I liked it so much that I got a regular FireTV while it was $79.
You can sideload apps too, XBMC was a piece of cake to load. But like I said above, I find myself using Plex more and more and XMBC less and less.