So I picked up these things on release day. I've only played with them a bit, but I am wondering if anyone else has tried them out.
Steam Link is so laggy for me that it's effectively unusable. I'd estimate the lag is around 150-200ms. This could be a number of things, including my wifi overhead (they recommend wired, haven't tried that) and my TV itself. I may just use an HDMI cable straight into my tv from my computer, since long HDMI cables aren't too expensive.
The Steam Controller isn't all that it's cracked up to be. This may be influenced by trying it with the steam link, but I loaded up Portal to give it a shot and I found the controls to be pretty bad.
Overall, I'm not impressed. I plan to try the steam controller more heavily, but I would guess that steam link is just not worth it for me.