Cutting the cable, lets talk options and media setups

That is a big misconception about Vue. You do not need a Playstation at all. I know there are PS Vue apps for Roku, Fire TV, Apple TV, etc. I currently use a Nvidia Shield(Android TV) which can be a little pricey but very good speed. As far as a VPN, PS Vue usually doesn't like them as they end an error message that you are not watching in the zip code in which you account was set up.

Cool. I only ever ran it on my PS3. Never even looked at the app market for it.

The nVidia Shield I had to send back last summer - which sucked. Because I really looked forward to it a long time. But it didn't work for me. Integrating it into my existing system with my component audio, VPN, Harmony Remote, etc while accessing US stuff from here just wasn't seamless at all. I know a lot of people who have been really pleased with it, though.