go to Wal-Mart and buy a new roku 1, 2 or ... I think 2 is 80 or 90 bucks, and 1 is a little less than that.
It is a nice little option, but at the moment I have it turned off even though it's there simply because most of the shows on there are pretty darn pricey. If M-go does not have the show/movie in question they do show you what other places have it, but if they DO have it, they don't show you those options, just their expensive prices... prices seem to vary heavily from item to item. A few bucks for some stuff, 20 or more for other, etc.
If you are big in to renting stuff and paying much more than you would for netflix, or even huluplus and netflix, the price of a new roku shouldn't bother you. Otherwise, if you are on a budget, it's probably not worth your time to look in to.
As far as the option to find stuff goes... cheaper alternatives exist..http://www.canistream.it/http://www.playon.tv/showfinder
http://forums.roku.com/viewtopic.php?f=28&t=46566&p=359897#p359897 -channel lists/tools
http://forums.roku.com/viewtopic.php?f=28&t=64096 -linear channels