I have three Rokus, from cheapest to top of the line, and they all perform their basic function identically, as far as I can tell.
They all seem just as fast, picture quality, etc.
So it really is just if you want the headphone jack, point anywhere remote, etc,. on features.

If the Ultra is any faster or anything, I don't notice it. And you can always get a "headphone audio" by using the ROKU phone ap.
Point anywhere remote is pretty convenient, but it is not that big a deal to point the remote at the unit anyway (which I usually do, just because I can't remember which unit has it.)

I highly recommend.
I even dumped Netflix this month and just watch youtube and other free channels on the Roku.

Don't forget Apple TV 4k. I've never used other sticks, but I've had a few Apple TVs over the years.

I use Sony PlayStation Vue as my streaming service, and I am subscribed to Amazon Prime and Netflix. I normally watch youtube on my computer, but it looks great on my 65" Vizio when I do using the Apple TV 4k.

I have Roku units and 4k Firesticks and both work great. The Firestick is easier to bring along on travels due to it’s size and weight. I like how Roku lets you plug headphones into the remote, which is handy when you don’t wish to disturb others.