There isn’t a single best option. Instead they have advantages and disadvantages, depending on what you are looking for. There are also multiple streaming devices within the brands you listed. For example, Roku currently sells 8 streaming players. There are more options, if you do not buy directly from the Roku store and include older generations. Some Roku options support 4K with top sound. Others do not. Some Roku options are faster with a better processor and more memory. Others are not. Some are Roku options are also far more expensive than others.
I personally prefer Roku. One of the things I like is Roku includes more quality options with an IF remote, which is easier to covert to my universal remote that I use for all devices/lighting/… My universal remote can learn IF, but it can’t learn RF. I use an extender with flashers, so I don’t need to point. However, persons who use a different remote for each device, would probably prefer RF since they don’t need to point without extenders/flashers. The menu and format is a matter of personal preference. I prefer Roku, but that may relate to me being used to the format.
People who are big on Amazon devices, such as Alexa smart home, are likely to prefer Firestick since it more easily integrates in to their existing Amazon system. Firestick also gives more freedom to install non-standard channel apps. For example, I can install a speed testing app as a channel on my Firestick, but not on my Roku. However, Roku has a speed test built in (firestick does not), so this is unnecessary. A downside is annoying ads, not found in the others.
People who like Chromecast may favor more easily being able to cast directly from your phone, rather than going through a channel app. On one of my TVs, I have both Roku and Chromecast for this reason. I use Roku for my viewing through streaming channels like Netflix, Hulu, and HBO Max. And I use Chromecast for casting videos through my phone. I use a Chromecast option without a remote and without a standard channel app interface… It streams from my phone and doesn’t do much else, but it’s easy to use and streams well. Just click one button on my phone, and the streaming begins.
Another consideration is price. Apple TV and a few others start at a notably higher price than the 3 you listed and in my opinion doesn’t add enough to justify the price. The bottom of the line Roku is less than the others on the list, starting at ~$25. If you wait for sales, you can get it at far lower. However, you may not want the bottom of the line.
and for that we have to unplug the Roku and plug in our laptop to run the TV through the VPN. But that probably isn’t a common problem.
