I've had recurring problems with Roku not "finding" my wifi. PC, Ipad etc get it fine. After long discussions with no help from Roku or V tech support, I did a hard restart on the router and all was well. For about five months. Now I can connect the roku ONLY after a fresh hard router restart. This also required re-registering with Roku, netflix, etc.
I can fiddle with the router page. Nothing can be done to the roku, which suffers periodic updates.
If you have an older Rev A Actiontec, now outdated, I would suspect that.
I had a similar problem with my Kindle until Verizon upgraded me to a "refurbished" Rev D.
Try channels 1, 6, or 11
Try changing the Wireless Routers SSID to someting simple with only alpha characters, like "doghouse" .
Might try different location of Roku, closer to router, just to see if distance is a factor.
I use a Nertgear 802.11n router plugged into my Actiontec router & have the Netgear handle the wireless clients, Roku too, and have disabled the Verizon wireless radio.
mallwalker has some good advice.
I have a rev A Actiontec, and I could not connect reliably until I changed theActiontec's WiFi channel from "auto" to a specific channel -- I use channel 11.
I also had to raise the Roku box a little higher up. Too bad the Roku doesn't have an external antenna.
Besides what has already been suggested, one other thing I would try is to try using WPA2 wireless security rather than the WEP.
I've had a couple of devices recently that would not stay connected using the WEP. But once I changed to WPA2 the connection remained stable.
Now dont ask me why. I have no idea why this has worked. The encryption should not cause it to constantly loose connection but the results speak for themselves. This solved the problem I was having with my Sony BluRay player and my Ipad. All other devices always remained connected but those two would constantly loose the connection no matter what I did, until I changed to the WPA2. Maybe it will help you too.
Error exists between keyboard and chair.