I keep Plex mainly to access my media while traveling. I'm in a hotel right now with full access to my home server via Plex and my Roku Stick. However, with a 2 Mbps connection speed at the hotel,I haven't really bothered. I've just stuck with YouTube and Amazon, since they seem to adapt to these slow speeds much better than my server can.
At home I never use Plex, unless I need caption support that Roku doesn't offer. I use Roku Media Player with Serviio as my DLNA server, for which I have created multiple Roku profiles to ensure as little transcoding as possible. Or on my 4K TV I use an Nvidia Shield, which supports everything, including lossless audio and captions in any container, without transcoding.
Nvidia Shield, Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.