I would rather have control of the fullstack. I don't very much trust Amazon/Roku/etc... regarding my privacy.

I think your best option then is CoreELEC running Kodi. Look for a deal on Fire Cube 2nd gen on eBay, root it and install CE. Not as compact as a Firestick and a bit more expensive.

https://discourse.coreelec.org/t/best-device-for-coreelec-in...