Steps/questions to picking a streaming box...
1) What do you watch now? This is most important, as the box is just the delivery mechanism, you still need content to view.
2) What do you want to watch in the future? (i.e. - Netflix, Hulu, YouTube are on all streaming boxes, Amazon Prime is not and likely won't be available on AppleTV for a while if ever, aside from via AirPlay.)
3) What is your budget? Will you want more than 1 device, and if so, keep the cost in mind as it can rise to a significant difference (i.e. - 3 $40 FireTV Sticks vs 3 $150 AppleTV 4s is $120 vs $450).
4) Do you have your own content already? Where's it stored physically (i.e. - on a PC, NAS, external USB drive, etc.) and how is it maintained (i.e. - iTunes, Plex, etc.)?
5) What other hardware do you use? The use of iPhone, Android, OS X, Windows 10, etc. could help dictate whether functionality like AirPlay is even worthwhile to you.
6) Do you have solid wifi in your home? Or would you want to run ethernet cabling to the streaming device(s)? Ethernet is generally going to give you a more stable connection, but some streaming devices do not offer an ethernet port.
7) Other potential investments/considerations:
a) If you don't have a quality router, are you leaving room in your budget to upgrade that component?
b) Likewise, do you have a reasonable Internet service or do you need to upgrade that as well?
Hope this helps.
TL/DR: If you only really need a box for streaming Netflix/Hulu/YouTube, pretty much any streaming device will do. If you are an Apple-centric user, an AppleTV might be best. But don't forget other considerations like your router and existing content.