Having lived in Europe most of my time, I honestly prefer White subtitles to Yellow subtitles. They are in my opinion easier on the eyes, neutral and less distracting from the actual movie image. Pretty much all european TV channels broadcast with White subtitles and DVDs are authored that way as well.
I believe nowadays DVDs and Blu-Rays in the US also are using White subtitles, but I might be wrong, it's been a while since I've bought physical media here.
However, the problem with the Roku subtitles is not the color. This is not going to make you feel any better, but I have the Roku 2 (and thus, yellow subtitles), and they are very unreadable most of the times. Not because of the color, but because Roku doesn't make use of a good outline and/or shadow to distinguish the subtitles from the image. Hulu Plus seems to use another system and it's subtitles, even though they are smaller, are more readable. But Netflix, DramaFever or even the USB Channel... it's not that good :/
I know many people have requested this, but if you are listening, Roky Employers... A stronger, darker outline+shadow on the subtitles would make the experience much more enjoyable.