Mine is connected to a simple power strip, which I manually switch on when I want to stream Netflix. As for keeping the Roku powered up so that it automatically updates to the latest firmware, I'm not so sure that's a good idea, based on numerous problems posted on this forum. My setup is wireless over a rather long distance, and the Roku always links up with my secure home network quickly and with a steady 4-dot Netflix connection.
You're not one of those guys who thinks every update is for the worse, are you? Yes, sometimes a Roku update makes life a pain for a small percentage, but it's only temporary til the bug is fixed, and it's also something that isn't going to be avoided if you have your Roku on for any amount of time, anyway. This isn't Windows Vista or anything- the updates are pretty well tested before they go out the door- at least according to most around here.
Yeah, I got some Rokus.