The list of Roku Ready devices for the Roku Streaming Stick is posted on the Roku website here:
It is a short list at present and there are no Sony sets on it at the moment of this writing, but could change by the time you read this. There are unique connectivity requirements with the Streaming Stick and a TV has to be built with the right jack for the Stick to work. With sets that are not on the Roku Ready list you should get a conventional Roku box unit instead of the Streaming Stick.
The Roku box units are small and unobtrusive. I think I'd be just as happy with a Roku 2 or Roku 3 as I would be with the Roku Streaming Stick since there is no difference at all in performance.
To help you decide on which Roku box to get here's some information.
The top of the line one is the ROKU 3 model which does 1080p HD quality. The ROKU 3 has HDMI connectivity only so it only works if your TV has a HDMI jack as is usually found on a modern HDTV. The Roku 3 model is considered to be the best one.
The ROKU 2 model series which includes the XS, XD, HD & LT models will connect to virtually any TV made since the 1980's. They will connect to a standard definition TV via RCA component type jacks using an included cable. Plus they will also connect to a HDTV via HDMI cable which is not included.
If you have a 720p TV the Roku LT & HD models are both 720p capable. The differences between those two models are few such as the HD model having a slightly more functional remote and an SD Micro memory card slot.
If you have a 1080p TV the Roku XD and Roku 3 models are 1080p capable, but can be adjusted in settings to use with a 720p HD display. The legacy model XS is also 1080p capable and while discontinued in the product line by the ROKU 3 model, some new XS units are still in retail channels at substantial discounts over their original 99 dollar cost. The Roku 3 has the earphones that plug into the remote, which is a great feature. If you are planning to use the Roku gaming functions then get the Roku 3 model or the legacy Roku 2 XS model since they have the gaming remote needed for that.
If you have an HDTV be sure to get an HDMI cable with the Roku unit as you'll want one for high definition video quality and the HDMI cable is not included in the box. If you use the included component type cable with a Roku 2 series unit and connect it to a HDTV you will get standard definition quality which will be fuzzy looking compared to high definition. HDMI cables are much cheaper to order online than to buy in retail so I'd order one online.