I'm writing this while watching Tekzilla at my sister's house using a Roku box hooked up to her TV. The Roku remote has been missing for a while, but it turns out there are apps for Android and iPhone that let you use your phone as a remote. Awesome. The Roku remote app I'm using is called Roku Wi-Fi Remote and was the first thing to show up in the Android Market when I searched for "Roku".
Setup was instantaneous, basically I hit a button and it found the Roku box on the network by itself, though there is an option for manual setup. The interface is simple and using the touchscreen is definitely not as nice as real buttons, but this is a great way to reduce the number of remotes you've got on your living room table, or if you lose your Roku remote and need a quick solution.
Not a lot more to say about this, I know there are other apps for Android that do this but I see no need to bother trying them. I haven't used any iPhone Roku remote apps yet, but there are some in the App Store.
Here's an Android Market link to the remote app I used.
The official Roku blog lists a few more apps too, but I like the one I linked to.