Our Sony Blu-Ray player does have Netflix, but it's VERY basic in that it only lists our Instant Queue. Maybe the Roku channel is the same, but the Netflix app on the Wii (in another room) lets us search all Netflix programming and suggests shows by genra. I hoped the Roku Netflix app would be as robust as that on the Wii, but I may be wrong. As for being DLNA compliant that I'm not sure. I do know I can't (or haven't found anyway to) add content that's not prepackaged by Sony already. So I can't add my own podcast feeds or streams from other networks (CNNi, AJE, etc). That would suit my needs if that were possible though.
Update: just checked and our BluRay player is not DLNA compliant.
My big draw to FTA was the amount of content that's available, but given the Roku can offer much of the same content in addition to streaming-only content my question to the room was to see if the Roku could fit the bill instead of FTA for many, especially since my only option would be a Ku Band dish if I did run with an FTA system. For me if the Roku has everything I was looking to get from a Ku Band FTA system then it might be the cheapest and simplest solution. Granted a decent broadband connection is required which won't work for everyone, but for me that's not a problem.