When using the Roku app (preview version) pressing back brings up the program guide over the playing video so you can at least browse the guide without exiting completely.
When watching a channel and bringing up the transport overlay you can press down and get a ‘recent channels’ section as well which.
Having these features, as well as the ability to filter by HD channels would be very desirable.
Of course ‘favourite channels’ is still a missing feature that really should have been implemented across all DVR apps by now. You can vote on that here:
https://forums.plex.tv/t/rename-reorder-channels-in-livetv/282457
