There are 5 streaming boxes to choose from now (at least from what I can tell) and my main goal is to get Netflix and other shows and movies from the internet to my TV set. Which should I get? Roku? Apple TV? Boxee? Western Digital? Or a Blu-ray DVD player? Which is the best?
There are a lot more than just five options! I really love my Apple TV, but you can't stream from the Internet directly (you're really restricted to movies on your computer or the iTunes store). I'm also using a Panasonic Blu-ray player and it's a terrible experience for watching Hulu and Netflix.
Really your best bet - in my personal experience - is the Roku. I've heard nothing but good things about it and it's certainly reasonably priced for what you get.
Roku - lots of content including lots of free content. Most flexible of the lot.
Apple TV - focused on iTunes and selected partners, but if you have an iPhone/iPad/Mac you can stream pretty much anything from the web using airplay.
Blu-ray players - usually limited to netflix and a few others.
Smart TVs - about the same as Blu-ray players.
Both the Blu-ray players and Smart TVs tend to be proprietary interfaces. Apple TV is a walled garden but the content they do have is pretty good.