Streaming devices can vary in what “Services”, “3rd Party Devices”, and “tuners/dvrs” they can use. An example would be if you are using Amazon Video then you want to get a streaming device that allows you to use Amazon Video. If you have dedicated a whole bunch of time setting up, relocating media, and adding various channels to a Plex server, then you want to make sure that your streaming device supports the plex server. Same with various tuners/dvr’s, there are some dvrs that don’t use a streaming device instead they plug directly into the TV, but there are some devices (Tablo) which can be accessed (via various methods) but most commonly when using it on a TV is accessed by a streaming device. Think of a UHF/VHF TV antenna getting the channel, sending it to the Tablo, the Tablo is on the network and it is accessed via a streaming device.
This is a list of the most common devices bought to stream stuff to your TV.