The Roku Channel itself is free. You can access some services through The Roku Channel, but that is a separate subscription from the normal apps.
It can be confusing. Ideally, sign up at a services website site and use the app. This is the most flexible as you can use across devices (phone, tablet, Roku, Fire TV, Google TV, Apple TV, some TV's)
Signing up through Roku is a bit worse. You still use the app, but may be limited to Roku only
Signing up through The Roku Channel is by far the worst. It is only good running through The Roku Channel.
