I bought a Roku 2 in early 2011 soon after buying my first Flat Screen TV. I took home an Apple TV at the time just to see which one I liked more, and despite being a loyal Apple user ( yet not exclusively) I chose the Roku 2 over the AppleTV 2. Today the Roku 3 is available and so is the AppleTV 3 and they are probably both pretty competent devices.
Whether you happen to be an All Apple household or a non Apple household will probably determine which one you choose, but one of these two devices should probably be your first choice when you start your internet TV journey. I honestly don’t think there is a single device that does it all. Instead over time I have found that I use a couple different devices.