TLDR: I recommend the Apple TV 4K for the best overall experience, otherwise Chromecast with Google TV is a great lower-cost option with some nice features.
I dropped cable/satellite years ago and since then I've used Apple TV 4K, Chromecast w/Google TV, Roku Premiere+, and FireTV. Aside from streaming quality, each device has positives and negatives that depend on your use case and preferences. I found it's hard to know those preferences I tried out different options.
My best experience has been with Apple TV 4K, and Chromecast w/GoogleTV is my runner-up. Roku devices certainly aren't bad - it's probably just because I've had them the longest they feel due for an overhaul. Even though I use Alexa extensively the FireTV didn't excel in any particular area. I played around with sideloading Kodi and other apps for a while, but now I no longer use the FireTV. I haven't tried a Shield TV so that's a blind spot.
The Apple TV 4K is premium in every way I want it. As many others will tell you, the interface is fast, sleek, and unobtrusive, and of course it's great if you're in the Apple ecosystem. Playback looks and sounds great, and using AirPods is a real treat if you need to keep things quiet. The latest Apple TV remote is a nice upgrade, and it's really useful when your iPhone automatically prompts you to use the keyboard to type. I prefer to have only one remote, so I'm pleased that I can control TV power separate from stereo volume via the Apple TV remote. I use XSX/PS5 controllers to switch to console inputs via CEC, and the Apple TV remote to switch back. It's faster and more reliable than the Harmony remote system I was using before.
On an older plasma TV that doesn't handle CEC very well I like that the Chromecast w/Google TV remote has a dedicated TV source button that works for switching to game consoles and back. I find the Chromecast interface to be overall snappy and easy to use, and I like the 'Live TV' tab at the top so it feels kinda like having cable if I want to quickly throw on some random background noise.
Side note: I originally bought the Chromecast w/Google TV along with a Nest Video Doorbell, intending to view the doorbell cam from a bedroom TV, but it turns out the two aren't compatible even though both come from Google. I'm still annoyed they don't work together, but I decided to keep the Chromecast and it turns out I really like it otherwise.
One other thing I'm surprised how much I like on the Chromecast w/Google TV is the photo album screen saver. Although Apple TV has more album playback options, I haven't found a setting that I like as much as the way Chromecast does it.
If Apple were to add a dedicated source/input button to their remote (not likely) and update their photo album playback options to allow date/location metadata (hopefully someday) then the Apple TV would be nearly perfect for me. I've read that we could see a new/cheaper Apple TV option revealed this fall, and if that's true I'll probably get one for every TV in my house.