I too spent the day battling with my Roku. Finally got it set up on the wired connection as I wanted and paid extra for. Unfortunately I had to redo my entire network setup, no small feat. I had specified an address range in my Uverse router and under no circumstances would the Roku ever connect to the internet, find the local network, yes, internet no.
I have many, many items on my network, 20 at last count, and most have static addresses. The only way I could get the Roku to connect was to change the base address from the standard 198.168.x.x to 10.0.x.x. Of course this entails me resetting virtually EVERY other item on my network, major pain. Side benefit was one other net enabled item now works too after all the redo.
Roku and Uverse were of ZERO help as expected.
Now, if something could be done about the crappy black levels, I might be a happy Roku user.