Several Harmony universal remotes include the Roku as a device, without needing the "learning" feature.
Can tell you my Harmony 550 which is a fairly older remote works on both the Roku HD I have, as well as even the new Roku3 which is actually WiFi btw (but still does IR thankfully). Also the Harmony 720's I am switching over to as I can get them, also work just fine.
Keep in mind for the Roku3, being IR I'm pretty sure you loose the tracking thing for the games.
Tell you these Harmonies are really just the greatest things in my opinion, from between being able to set them up in just about any way you want and all on the computer, to how they never really become outdated as just about no matter what comes along, you will be able to get the remote working for it via how all the coding comes via being supplied over the net by Logitech.
About the only down side to them is they can sure be pricey if you want to get the ones with the most features.
Also if you break them, Harmonies service behind the product is pretty poor especially if its out of warranty as if it breaks then, they won't even talk to you.
Also gotta be pretty careful not to drop them which if you a heavy user, is bound to happen sooner or later. All in all most of them do not do well with impacts.
But for that cost thing, I really have been finding some good deals in picking up ones on eBay. Some have been some bum units, but all in all you can get ones that once cost a lot, for quite a bit less now.
About the only other downside I would say is they can be a bit of a learning curve as they have so many options and capabilities, they can take some time to set up and get working correctly.
But once they are, man they are just the Bee's Knee's