There's about 400 different streaming servers out there. Some are just Internet appliances which will serve up Netflix and the like, while others are full blown media servers which will play back videos, music, and photos stored on your PC or on a networked hard drive.
The cheap ones are typically just that... cheap. With mediocre sound and not a lot of connectivity. Moreso, many of these products have poor, weak, or even non-existent customer service, so if you have an issue, you are on your own. Not always the case, but worth doing some homework on.
I personally think the Roku boxes are some of the best representations of a well funded streaming product with a lot of support and a very specific focus.
I personally do a lot of media serving in my home with over 300 Blu-ray Discs and another 300 DVDs along with over 2,000 epsides of TV shows on multiple RAIDs on my network. I can play them back and browse them using one of two Dune media players that I have.
If I were to buy a streaming only unit, I think I would get a Roku... The lack of component video connectivity does bug me though.