Cardiff
Yes you are correct, I have spent a number of my hard earned on three devices but I have totally bought into the centralised music concept and as a long time advocate of digitally stored music this year is really quite exciting. There has been an explosion of streaming capable devices in the market place coupled with the big boys (such as Sony and Philips) announcing their presence as well.
The thing is you can build up devices over time as required (if you follow some guidelines -see below) and once you have the main infrastructure in place i.e. a wireless/wired network, and a music server (whether that be a PC/MAC or an NSLU2 which I have) it is relatively inexpensive to grow your hardware and music storage backend e.g. a 250GB internal drive is about £70 or £150 for an external USB one.
You have said sound quality is paramount therefore a device that can only play MP3’s is probably not the best route for you. Whilst MP3’s are fantastic for the car/gym/personal stereo they fall short due compression for a real music enthusiast with high-end range being most evident.
Any way back to the roku subject…..
ROKU produce 3 Soundbridge devices the m500, m1000 and m2000. They all do the same job, run the same firmware and have the same outputs etc. The only real difference is the physical size of the unit and the display technology, so if size is not important

go for the cheapest model.
There are also competitors to the ROKU that may be cheaper (such as the Linksys device you have mentioned) but you have to look carefully at what they require from a technical perspective e.g. proprietary server software, outputs, music format support etc before you make you purchase.
My only real recommendation is decide on your requirements first e.g.
• Music Format support and at what sample rates!!! (another gotcha on cheap streaming clients) e.g MP3, WAV, WMA, WMA lossless , Apple lossless
• Server software – Go for a client that supports either Itunes or a UPnP (Universal plug and play) server such as Windows Media Connect. This way you are not limiting yourself to a hardware manufacture.
• RIP you music in a non proprietary format. Again this is to getaway from limiting yourself to a single server supplier. This is probably the hardest choice as each format has its own advantages/disadvantages but in essence will come to a choice of the following.
o MP3 (Open format)
o WAV (Open format)
o WMA Lossless (proprietary format is not supported by Apple)
o Apple Lossless – (proprietary format is not supported by Microsoft)
• Outputs. – Coax, Toshlink, analogue etc.
• Wireless/Wireless
Hope this helps