Did you factory reset your router or your Roku?
I am having this exact same problem with a plug-in Roku device I bought about 3 months ago. Right out of the box it had this issue before I could ever even get it to connect the 1st time, had to reboot my router. Now it will stay connected for a couple of days, but then it goes back to not connected and I have to restart my router and Roku sometimes several times before it will connect.
I agree with the others that have posted that this seems to be some sort of Roku device issue that is only affecting their plug-in models, but I'm not sure if all models are affected. Mine is the 3920X. I say this is a Roku device issue because myself and others here all have other devices that are connected via WiFi that are not having issues. So while there may be a fix that involves adjusting router settings, the fact that so many people are having this issue with only their Roku is clearly an engineering problem.
I did check my router settings and my router is broadcasting both 2.4Ghz and 5Ghz frequency bands but based on some further research I think the 3920X only supports the 2.4Ghz band. I'm gonna go ahead and guess that this is the crux of the problem. I'm no engineer but I did do tech support at an ISP for 10 years. I know that the 2.4Ghz frequency is great at going long distances and punching through solid objects which is perfect for a device that you want to work well in all areas of your home regardless of where your router is located. The downside however is that 2.4Ghz runs at a much slower speed than 5Ghz and is much more prone to interference.
It's that second part of the problem which I believe is why support is directing you all to play around with your router's channels. The issue could be that your router is auto-assigning a heavily used channel that some of your neighbors may be using. So to mitigate this problem you can force your router to broadcast only on specific channels but you may have to play around with what channel works best for you. Not everyone is going to have the same interference around them and some may have too much interference for a 2.4Ghz device to work well at all. This may also help explain why rebooting the router helps fix the problem because that may result in the router using a clearer channel upon reboot if it is auto-assigning the channel.
On an interesting note, rather than rebooting my router this time I instead logged in and updated my 2.4Ghz broadcast from g/n to b/g/n and that allowed my Roku to connect. It's possible that may have just caused it to "reboot" internally that specific broadcast which then selected a better channel so I'm curious to see if that alone fixes the problem for good. If not I'll try playing around with the channels and forcing it to only broadcast on select channels to see if that makes a difference. My other thought since wireless b is an older slower standard is that the device is switching to wireless b in an attempt to negotiate a poor connection. So if it does help, that may be a good fix to alleviate connection problems on a congested channel.
In conclusion if my theory about this all being related to the 2.4Ghz band is true then this is really just a poor choice by Roku to make a device that doesn't also support 5Ghz frequencies which are much more forgiving to network interference and capable of much faster speeds so long as you keep the device close to your router. Prettymuch anyone living in a large apartment building is going to have an absolutely flooded 2.4Ghz band.
