I have two Rokus successfully connected and in use: A 3700X and a 3900X. My GF's 3930X also connects just fine.
On Black Friday I got an SE which is also a 3930X but maybe with different firmware. I cannot get it to connect to the router (first step) at all. No error message; it just won't connect. I have two WiFi points and it will not connect to either. It's not a signal strength issue; it fails even next to the routers. I thought maybe it doesn't like my weak encryption (WEP64) but cranking it to a higher level didn't work. I also tried dropping WiFi security but while I could get the others to connect with heavier security or no security at all I could not get the new one to connect.
I returned the SE and bought what I thought would be another model -- box just says Express - but was also a 3930X. So I basically spent 12 additional dollars for a power cube. Oh, and it doesn't work either.
I tried taking it on the road (with a monitor) to try to test it on other WiFi and could not get it to fully connect but that may have been more about the web page verification* that is needed.
What else can I try to get this thing to connect? The WiFi access point is a Belkin N150. There is also a Microsoft MN700 but there have been compatibility issues with Rokus in the past.
I will try it soon at my business. But if no go I better return it. I just hope whatever they did is not incorporated into any future updates. I had that happen with my first Express. Worked fine. One day it was offline and it said to update the software. I did and it would no longer connect. Roku replaced it. New one connected, said let me check for updates. It updated. Then would no longer connect.
So what should I try to get this to connect?
* If you've never had the pleasure, if you connect a Roku to open WiFi where your phone would lead you to a web page where you promise not to download kiddie porn, the way Roku handles this is to ask if you are at a hotel or dorm or at home. If you say the former the Roku becomes a WiFi source and you connect your phone or other device to it and bring up the aforementioned web page. I got that far but not beyond that. And selecting home just keeps telling me to upgrade software.
3930 is a Roku Express.
Roku models Express, Express+, Premiere, and Premiere+ are equipped with a single band wifi radio and cannot connect to the 5 GHz wifi band, only to the 2.4 GHz band. If you have one of these models and a dual band router with both 2.4 and 5 GHz bands, be sure the router's 2.4 GHz band is turned on.
Nevermind. I just checked the other models you mentioned and they're all 2.4 GHz single band also.
I took the 2nd 3930X to my business where there are two wifi access points and it was a fail there as well. (My 3900X connects to one of the wifi's there just fine.) My GF was over for Christmas and brought her own 39something and no problem connecting.
Guess I will return this one, too. I don't know what the deal is but I fear updating the firmware on the existing devices lest it make them unusable. And it's not an unwarranted fear as my 3700 stopped connecting after an update. After going back and forth with Roku they sent me a replacement which connected out of the box, said it was going to update itself which it did and then stopped connecting. Roku said I needed a new router. I did eventually get one and then it connected again.
Just to be clear, I do see my WiFi signals listed on the Roku. Just cannot connect to them. Fails at the first step.