I've never owned a Roku so I don't speak from experience but from what I read while researching an comparing....it is quite limiting on what you can add on to it. You are quite correct about the Shield but if you're not into the great gaming it also provides, you can do just as well for movies and TV shows with a far more inexpensive Android TV box. I paid about $70 for mine....sideloaded a few APKs....bought into Real_debrid and along with the great broadband Xfinity provides I can watch anything at anytime I want. Admittedly, it was a bit disappointing at first as the links provided freely by the apps were pretty unrealiable....spent way too much time finding good ones. I tried Real-Debrid on a 3 day trial and was blown away not only by the quality of their links but the quantity as well.....and for a very reasonable cost. Not arguing that Shield is anything short of being the best unit out there but if anyone looking just for a way to get movies and content from pay channels without popping $150, there are other options.
Roku has more apps than any of them, including all of the majors. The only thing you can't do is jailbreak and install something like Kodi. I have all the major devices, Roku is the best for ready-to-go set-tops under $100. You'd have to point to another android device and stream to TV, which IMO is stupid, but some people have an extra phone laying around. That's not something I condone.
As far as an android tv device, I use a number of them myself, rk3399 powered units, amlogics including a few S922X powered devices as well. They are good, but I would never suggest someone start with one unless they already know their way around the nuts and bolts of android, and not just googling a guide and using installers.
Fire TVs are ok. but I run into this problem constantly with people I know who have a jailbroken Fire Stick, or something that they can't figure out. The fixes are usually simple, but it's seriously annoying. Plus the hardware is pretty slow. I don't LOVE Roku, but if you get the newest Ultra, I'm going to stand by it. You can't beat what you're getting.