The Express comes with a pair of batteries, HDMI cable and power cable together with a power adapter.
The HDMI cable and power cable are quite short (1 to 1.5m approx from memory).
The inbuilt WiFi antenna is pretty decent (slightly better than the NowTV stick from my experience) where the Roku Express will only operate on 2.4ghz, where there is no 5ghz option like the stick.
The Roku Express also comes with self adhesive double sided tape where if you wish you can fit the Express miniature box underneath the bottom of your TV (just make sure the box has line of sight with it's supplied Roku remote).
Perhaps have a look at a couple of YouTube videos to give you a better idea of the Roku Express.
Just to offer a bit of advice here, maybe consider getting yourself a wireless extender. That way you can easily set it up to push what WiFi signal your router puts out, and then just broadcasts it again from that new point. It just repeats the WiFi both ways so you can get a better reach in your home with it, closer to where you need it. That should free up your decision making on what devices to get etc, the roku express makes most sense at the lower price bracket. You'd be looking at around £45 all told. But with the added bonus of getting better WiFi in that area for mobile use etc too.
I contacted Lenovo about the problem with the sound coming from my PC instead of the TV. They suggested that I uninstall the display adapter in Device Manager, so I did and rebooted. This didn't work. But uninstalling the driver had just reverted to an older driver. So, I uninstalled that one too and rebooted again. After the second time a newer driver was installed and the sound started coming from the TV.
No roku device necessary anymore.
Thanks for everybody's help.