I really regret buying the steam link / controller.
Steam Link requires you to use a ethernet cable to work properly, so you can use a long hdmi cable for the same price. Plus, if you play non - steam games, sometimes you cant see the video, only the sound. Also, no surround support, and you cant plug a wacom or headphones into the Steam Link, so you will need wires or purchase some bluetooth headphones.
Steam controller, same thing, no full support for non steam games (my non steam Syndicate does not recognize the controller). And, even after messing with all the controller settings, I cant lockpick chests in Assasins Creed III with the steam controller. Also, no force feedback.