These days just about every major entertainment app is available on just about every living room streaming device. You probably have five ways to stream Netflix.
There are a couple of major exceptions -- Amazon Video isn't natively on Apple and Google devices, and iTunes and Apple Music aren't on non-Apple devices, for example -- but for the most part the big stuff is covered.
That is, however, until a major new app comes out. The latest example is DirecTV Now, a multichannel live TV streaming service. It launched on a bunch of platforms, but not on Roku. You won't be able to watch DirecTV Now using a Roku TV, stick or box until early 2017.
Beyond major new apps, there are other holes in coverage. You'll have to use your phone, tablet or computer to get some apps onto the big screen via some devices. This feature, known as AirPlay on Apple Devices and Google Cast on the Chromecast and Android TV devices, covers most of the major omissions. Even then you may have to resort to screen mirroring, or a favorite app might not be available at all.
To help spell out exactly what's available on what box, stick or dongle (and how you can get it) we maintain a big chart. It encompasses what we consider the top 75 or so entertainment apps across a variety of categories and all of the major living room streaming platforms, aside from Smart TVs and game consoles.
This information only applies to the United States (with the exception of the BBC iPlayer app, which is exclusive to the UK). App and streaming service access varies significantly worldwide, so people with the same hardware in different countries will have far different options.
A note on the terminology:
Yes: App is natively available on the product
No: Official App is unavailable on the product (although you may be able to "side-load" it)
AirPlay: App is available via AirPlay from iPads, iPhones or Macs (Apple TV only)
AirPlay Mirror: App is available using the AirPlay screen mirroring function only (Apple TV only)
Cast: App is available via "cast" function from an iPad, iPhone or Android device (This is Google's version of AirPlay; Chromecast and Android TV only)
Cast Screen/Tab: App is available when using the "Cast screen/audio" option on the Chromecast app (Android only), or the Google Cast extension on a Chrome Web browser (to Chromecast and Android TV only).