I've got a router that has built-in DLNA server abilities in it. It seemed like a good idea until I got to the question of "How do you get the video files onto your server?". The answer for my Belkin router is that I have to disconnect the usb drive from the router and connect it to my computer, then drag files over, then when I'm done, connect the usb storage back to the router. If you're the type of person who is regularly downloading movies, then having to constantly move the usb drive around can be a PITA. In fact, it was actually more convenient to just plug the drive into my OUYA and watch movies than it was to use the DLNA capabilities in my router.
Now, if the router had some method to allow uploading files directly to its server, it would have been a different story. But then comes the next big issue - DLNA only supports a limited amount of file types. Again, this one isn't too much of an issue if you only have a small set number of movies or if you're encoding your own files.
In the end, I ended up forking out the $5 for the plex android app. Though, if you have an ouya, the plex app is free in that store.