Since you mentioned "so many models" I thinking that you may be using Roku in a generic sense for Netflix capable devices. Roku only has three models currently available that I'm aware of.

Many products such as BluRay DVD players, stand-alone internet products (media players - such as Roku), game consoles, various other network devices, and of course network connected televisions have Netflix capability built-in or upgradable through a firmware update.

What make/model is your television, do you have a BluRay DVD player, what type of network connection do you have, what make/model router, wired or wireless, in your home?

Don't forget, if you just want a "test drive" you can set it up and sign on using your computer to see if the connection is fast enough.

If the PC has video or HDMI outputs, that will connect to your television, then you can also get an idea of what it will look like on your television.

There is the Instant Watch Help Center - Netflix Movie Fans. Since you seem spooked by the whole concept this may or may not ease your mind.