First we need to know what model Roku you have, model number please, not just the name. Some devices support 2.4 and 5 GHz WiFi, while others are 2.4 GHz only.
While you look that up, here's a thing or two to check. Find out what channel your wireless is using for 2.4 GHz. There are 14 available channels, but Roku only works on 1-11. Since virtually all access points come set to select the channel automatically, sometimes they choose a channel they shouldn't. Your 2.4 GHz radio should be on channel 1, 6 or 11 for the best results. You also need to check that the correct protocol is enabled. On 2.4 GHz, Roku devices support 802.11b, g or n. You don't want to use b, as it's an old and slow protocol. .11n is your best protocol for newer devices. Only have b and g enabled if you have something very old that only supports b and/or g. For the security setting, make sure you are using WPA2, as it's the strongest available on consumer devices at this time.
Do you see any wireless connections at all when you scan for networks? Unless you're really in a remote location, you should see anything around you, assuming they have their SSID Broadcast enabled. That's one more setting to check in your router, because if SSID Broadcast is turned off your router is invisible without using more sophisticated scanning tools.
Dan
Roku Community Streaming Expert
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