I have had the Roku Ultra for 5 days (have a Roku 2 XD since December 2012) and I rather like it. I was happy that I could connect it to my sound bar via Optical, vs. the Aux out. It seems to me there are more channels, but I could be wrong. I suppose the box is the size of the original Roku boxes, a little larger than I would have card for.
The remote is heavy, and shall we say "fuller figured" than the XD one. I do love the find remote feature. I have yet to try the headphones, no need at this time.
Went ahead and got the Directv Now service, just streaming through the Chromecast for the time being, because that $35 for 100+ (109 to be exact). I pre-paid a month (with the 7 free days added to it, as it worked out) to get the Amazon Fire TV Stick with Alexa Voice Remote for free, for the heck of it, lol. I cannot wait for it to be available for the Roku.
I was a little evil and created a new account on Roku, to get the two free months of Hulu (which had double billed TWICE me a couple of years ago and would not fix the issue) since I am unwilling to pay them any more money until I get back what they took. Two free months will even the score. Eh, petty, I know. But dammit!
Just my two cents worth, of course.