I got mine on Wednesday. I was able to get it streaming from my router but it was very slow...so slow that Netflix would stop playing and load every 1 to 3 minutes. I was pretty disappointed. I knew it wasn't my DSL speed that was too slow because I have other devices that stream Netflix just fine.
I called Roku customer support and they suggested that I change my wireless router channel that I broadcast on...then turn both router and Roku off and back on. They suggested that channels 11, 6, 9 and 3 should work the best. I tried 11 and 6 but no improvement. Finally, they suggested channel 1 because my roku box is very close to my router. And that improved things to the point where Netflix no longer buffers. So, if you're having a streaming speed problem, try changing your wireless router channel.