when you say HD movies, where did you get them? Did you make them? Are they remuxed bluray discs or recompressed files? Not all HD video files are created equal. Some are much smaller in average bitrate than others, which would help wifi playback.
Are you using Windows Media Center to play the files on the xbox or the default media player? Wifi was impossible for me to use to get through the WMC menus, let alone play video.
The 360 is a lousy media player period. Do you need live tv? 360 does that great.
Assassin and Vidabox "extenders" are really just small form factor low power pc's that dont have anything they don't need to playback video. So they would play your video library really well (provided you have enough network bandwidth to accomplish that). Using them as part of a whole house DVR solution may or may not work, depending on your cable provider.
Windows Media Extenders, on the other hand, should be primarily thought of as ways to share your TV tuner. They all play other media files, but none of them can play the entire wide range of containers, codecs, and bitrates that are in common use.
Digital Media Players (like a Roku, Boxee Box, WDTV Live, Patriot Box Office) are mostly aimed at playing video files. Contrast that with WMC extenders which are aimed at TV playback.
I am unfamiliar with the newer Roku's video playback capabilities (my mom has the older model for basically Netflix only). Can it natively play the files you have, or is it using something like Plex to change your file into something it understands on the fly? That is another explanation as to why the file works over wifi on the Roku but not the 360.