The Now TV box is a no-brainer. It costs £10 and that includes a free HDMI cable.
Have you ever seen how much HDI cables cost in the shops? So, think of it as buying an HDMI cable and you get a free set-top-box.
There are no subscriptions needed with the Now TV box just for the free catch-up services, and Sky don't blast the screen with ads or promotions. But... you may not be able to get a Now TV box now anyway. There are stories of it running out of stock, and new stock could be as far away as June (Possibly as an updated model).
Alternatively, the Roku box is a great option, but take care, not all models have 4oD (or didn't, that may have changed). I know the Roku 3 does, and if gother says the Roku 1 does as well, then that's another option. I also agree with gother that the Roku gives more choices in apps, and the 3 model has a bit more grunt.
If the reason you don't have an antenna is because you are abroad, then keep in mind you can't set up Smart DNS directly on a Roku or Now TV box. This must be done on the router.
If it is because you just don't want to pay the TV licensee, which pays for the iPlayer, and is one of the main reasons UK television (and catch-up) is such high quality for such a small country, as well as allowing a far wider range of content to be produced which would never be possible in an entirely commercial market, well then... what can I say...
Anyway, back to the point. Another option which has all the UK catch-up services is the Samsung Blu-Ray players. I think from the F & H series, the 6500 or higher numbers have all the UK apps. (lower numbers don't have them all from memory). But don't buy any new 2015 model Samsung Blu-Ray players with the Tizen OS until it is known for sure if they have everything.
I'm also a big fan of the Amazon Fire TV, but as gother points out, it doesn't have everything yet. Such a pity as it really is the best box out there in my opinion.