Hands down, the Squeezebox is the best! (okay, I'm a homer. I haven't used other alternatives). But, I have it and I love it. It has top quality DACs and handles lossless audio formats like FLAC, Apple Lossless, and WMA lossless, so you get CD quality sound. It runs off an open-source server program installed on your computer. The remote is very easy to use to navigate through your music files and build a playlist while listening. The display can be very large and very bright if you're sitting far away, but the defaults are very readable. Because it's open source, there are a bunch of geeks (used in the most endearing sense of the word) writing little programs like a simulated dual VU meter that displays while your music is playing, or a three line display of weather forecasts and sports scores.
Like I said, I haven't used the alternatives, like the Roku, but I've seen one in person and I much prefer the look of the Squeezebox. Go to the Slimdevices.com forum and ask one of them to give you a comparison, I'm sure they'll jump on it (if there aren't already a thousand posts on the same question).
