We have both the Streaming Stick+ (in our living room) and a Fire TV 4K (in my man-cave where I have the surround sound set up, reclining couch, etc).
We first got the Streaming Stick+ as I already had the 3rd gen Fire TV Pendent which was working fine for me. When I saw how the remote worked on the Streaming Stick+ to control our TV, I wanted to get one for my TV in the man-cave.
But after numerous tests with my DTS decoder, I found that various MKVs that I ripped from my Blu-Ray collection would refuse to play from my Plex media server with the Roku Plex player app. I like to rip my audio as a full copy (rather than convert it to AC3, etc) so that when DTS is being passed through to my DTS decoder, I'm hopefully getting the best possible sound. My DTS decoder doesn't have an HDMI input/output so I have to feed it from the optical out from my TV to the decoder via pass-through.
The Roku Plex app would play the video with no sound for some reason and I was unable to ever get it to work. However, my Fire TV 3rd gen had no issues what-so-ever with passing the DTS signal through to the DTS decoder. Also, the Fire TV Plex app had the option of doing either HDMI or Optical pass-through which might be the reason.
Most of the movies are ripped in AC3 (since that's the original audio track), but for some reason, even some of those refuse to play through the Roku Plex app. I don't know if it's an issue with the Plex app on Roku or a Roku hardware/software limitation or a combination of both. I also discovered that some movies (John Wick 2) would refuse to play at all through the Roku but John Wick 1 and 3 worked fine on the Roku and they were all ripped the same way. For the Fire TV, all 3 movies played with no issues.
So with that, I ordered the Fire TV 4K stick and I have been very pleased with it. Also, the voice commands with the remote allow me to switch from one HDMI port to another as well as to the cable port (where I have a digital antenna attached) so I no longer need the TV remote for anything, unless I want to change channels when watching over-the-air channels which is rare on my man-cave TV. Roku, when I try to tell it to switch to a different HDMI port, just tells me that the function is no implemented.
The Roku works great for the upstairs living room though except when we want to watch some of the movies from the Plex media server that refuse to work on the Roku for some reason. It's going to depend on what you like (Amazon pushed content UI vs. a cleaner interface on the Roku).
One thing I do like with the Roku is that when I want to search for free movies, it looks across all the different channels that would provide it and shows them first. For Amazon, it will only show content via Amazon Prime which is a shame but I understand that Amazon is trying to run a business with their Prime Video service. I also wish on the Fire TV I could actually tell it to use the "All Apps" view as the default where I can see all the apps I have installed as opposed to being forced the Amazon suggested videos to watch and having to scroll through my apps. A hold on the "Home" button will bring up a menu where I can then choose "All Apps" or you can scroll down to the carousel apps list and navigate to the left to find the "All Apps" button there. I find the "Home" button short-cut is faster, especially depending on where you've scrolled through all of Amazon's suggestions and are far down below the "Apps" list.
Overall, I do like both devices. Each has their pluses and minuses and for our house, they each serve a purpose in the room they are in. The family TV is used more by my family to stream Netflix, Hulu, Disney+ whereas my man-cave is more for the movie experience via my Plex server so we don't have to go to the shelf to pull out a Blu-Ray and turn on the Blu-Ray player, insert the disc and wait for it to load up and possibly have to skip through dozens of previews before we can even get to the movie itself. Works great for the TV shows I have on Blu-Ray too. No disc swapping (and it saves wear and tear on the discs). Roku can play most of my content, but for others, I'd either have to re-rip them, possibly downgrading the audio, or else just not be able to watch them. Fire TV seems to handle all of my ripped Blu-Rays without an issue.