2008 - Eureka LX350HD Really buggy, crashed often, no MKV support, but played most of my library from back in the day
2010 - WDTV Gen 1 Great upgrade from the Eureka, MKV support
2012 - WDTV Live Streaming Gen 3 I still consider this the best media player I've owned, but it got slower over the years as apps improved (got bloated). Supported all video formats, supported all major online services, ability to mount over network, lots of advanced config options, and native playback from local drives via multiple USB ports.
2013 - Apple TV Gen 3 Having to transcode all MKVs / stream them from my Mac Mini was a non-starter, very slow, but I thought I'd give it a try (The WDTV Live could play all formats natively).
2014 - Roku 3 (+ Plex) Eventually the WDTV Live got too slow and firmware updates didn't help. Roku was a huge upgrade for online services, and Roku + Plex made transcoding tolerable (more-so than the Apple TV). Headphone jack in remote was a nice touch, and hidden private channels were fun.
2016 - Xiaomi Mi Box (Official Android TV + Kodi) This is the best media player I've owned since the WDTV. Kodi / SPMC does everything the WDTV could do and so much more. Ability to mount over the network and native playback from local drives means NO MORE TRANSCODING or remote media servers. Although Roku + Plex made transcoding tolerable, native playback (smooth seek / fast forward etc.) can't be beat.
The only negative with official Android TV is limited apps, compared to Android + Chromecast or the older Android boxes. Android TV desperately needs a native Chrome web browser without side loading. The CBC app is great, for anyone in Canada! And Netflix / YouTube runs faster compared to the Roku 3.
Android TV via the Xiaomi Mi Box or NVidia Shield with Kodi currently provides the best overall experience, and most options in terms of playback, apps, and advanced setup options.
I'm running a Plex Server and Plex Connect (https://github.com/iBaa/PlexConnect). Plex Connect let's you run a real Plex client on a non-jail broken AppleTV by intercepting the Trailers app and serving up custom TVML (Apple's proprietary HTML like markup language).
I know you said "no sideloading", but downloading and installing the Firefox APK right from Mozilla's website should be simple, no?
The easier work around at the moment is to cast from a laptop.
It does through Plex
I used to have a Chromecast but the Mi box is much more convenient.