Okay. Seriously. I got this shit. I have done the roku thing. I have done the xbmc thing (back when it was an actual original xbox..that i had to fucking hack). I digress. I will save you money (in the long run) and maybe make you more happy. I'm not sure.
The answer to question 1 is no. You won't need to run plex all the time because the system i'm proposing bypasses this completely.
2) What i'm proposing is to have a NAS attached to your router with a 1-5tb hard drive (or a raid server set up or something similar). This nas will serve files to front end set top boxes (utilizing a samba share). Those boxes are the nexus player running Kodi. But. I don't even think you need this if you can install a fairly simple add on for Kodi.
Kodi Has some add ons that are fantastic. I have spent years managing my media library by hand (by that i mean searching tbp and downloading what i like, uploading it to my home network and then deleting when space gets filled up). As soon as i saw Phoenix tv and all of the add ons that it had i was hooked. Honestly, better rips of current movies than i could have ever found trolling over pirate sites all afternoon. all on demand - streaming. no problem at all. It's crazy. you also get (with phoenix tv) the entire british tv broadcasting lineup (bbc1 (from scotland, wales, ireland and the regular bbc 1 ) to DAVE. That includes most sky channels as well. That's better than most peoples full blown cable package. It's better than mine, and Kodi is just getting started. If you want more links let me know. I have no affilation with Kodi, i just started using them and when you really look into how flexible the platform is and what you can do with it..it's pretty wild.
tldr: get nexus player. load Kodi on it. Install Phoenix add on. Enjoy all the media whenever you want without all the bullshit (and a few other key ones). seriously. http://kodi.wiki/view/Add-on_manager http://tutorial-iptv-xbmc.blogspot.ca/2015/01/best-live-tv-addons-for-xbmc-kodi-in.html