When getting a device to run Plex (assuming you either have a Plex server or are sharing one with a friend) there are many factors to consider. Speed is important. If the device is laggy it gets irritating quickly.
Video playback is also very important. My Amazon Fire Stick 4K has pretty much perfect video playback. My Shield TV does as well, but can't correct color space when playing 4K HDR files on a 1080p display. If you get a 4K projector this is a non-issue. Shield is capable of playing back ~100mbps files so it is very powerful. I haven't tested these files on my Fire Stick. A PC can do all of these things, but initial investment is higher and configuration is MUCH more involved.
Audio playback is one of (if not the most) important thing for me. My FIre Stick 4K (as well as most other devices) won't play back HD audio untouched. The Shield TV does this all day. PC does to. I've read that the Apple TV 4K and Roku 4K aren't able to play back all formats. For me, this is a deal breaker. While a lot of these devices support Atmos, the are speaking of streaming services only. The Xbox One is in this boat as well. I had one for 2 hours and returned it because of garbage audio playback.
So, determine what is the most important to you and pick your device accordingly.