Don't forget to check out the companion guide: Buying a gadget for streaming video
There are two kinds of streaming gadgets: set-top boxes and HDMI sticks. Streaming boxes are larger and more expensive, but tend to be more powerful.
HDMI sticks are the size of USB drives and plug right into your TV's HDMI port. That means less clutter in your entertainment center and they're also cheaper.
I've split them into two charts - scroll down for the streaming sticks chart.