Hi, @Raleighm57
Thanks for posting, and welcome to the Roku Community.
In general, if you're streaming and want to provide the room with audio based on your preference, a direct wired connection to the AV receiver with a speaker of your choice is a good option. On the other hand, the private listening feature with a wired connection to the Roku Voice Remote Pro's private listening headphone jack or to the Roku remote mobile app can provide direct private output of music and sounds while streaming. Furthermore, Bluetooth headphones or speakers are also good options for streaming and utilizing the private listening feature. With all being said, it comes down to the quality of your speakers or Bluetooth headphones since using a speaker for a room takes advantage of loud sounds, and using a headphone with the private listening feature while streaming provide more private streaming.
In case you need guidance on How do I connect a Bluetooth® device to my Roku® device? Visit this link.
All the best,
Kash
Takashi O.
Roku Community Moderator