I have the Shield and I hate it. IMHO the interface is terrible, limited selection of Apps, most of the apps on it are poorly designed and most importantly Xfinity doesn't support it so most of the Apps that requires authentication do not work.
Depends on what apps a person needs. It has all the main ones and then some. Netflix, amazon, vudu, travel channel, HGTV, youtube, plex, those are my go to apps. Occasionally i'll use ESPN, NFL Network and Fox Sports. Of course it has Hulu for those that want that. Also has the disney channels if you have kids. It doesn't have Pac12 network which I use sometimes but I have it on my phone and can chromecast. In fact any apps it's missing you can simply chromecast to it.
So i'm not sure exactly how it has a limited selection of apps? What else does a person need that isn't built in or can be cast to it?
The advantage is it plays formats none of the other ones do. Including 4k HDR in plex. Plus all the surround formats including HD audio. For a local movie collection there is nothing that beats it.
I prefer the shield interface over the roku easily. But the ATV has a better interface over the shield, i'll give you that. But I don't spend time staring at the interface so it's not a big deal.
I don't care much about what xfinity supports as I also have other logins I can use so it's a non issue.
But since the op is asking about Plex, the shield is as good as you can get. Auto framerate switching and HD audio including atmos and DTS:X from your rips.