I made the switch this summer after realizing almost all the games will be on either ESPN3 or BYUtv.
Playon has hundreds of scripts that convert online content into watchable on your TV content.
It definitely has its drawbacks and i would recommend trying it out for a little while before making the cut but it is do-able.
(I actually have a slingbox connected at my in-laws for those times when a game is not available (ie NFL games etc... there isn't an app to view Slingbox through the ROKU but I can hook my laptop up to the TV for those rare times)