I haven't tried Plex. Right now I use the free version of Serviio to serve up media from my PC. Serviio runs a DLNA server on your PC, which can be seen by PS3s, 360s, android apps, and most likely your Roku would support it also. It's a standard protocol that most devices work with by this point, it doesn't require an app (except for Android).
On the PS3, it just shows up as a media server.
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