If Android is okay, I'd recommend the ONN 4K Pro player from Walmart (if located in the U.S.) with some privacy caveats:
Do as little with Google: Make a throwaway login if Google requires one to get the device started up. Try to avoid Google Play Store as much as possible. If privacy from Google isn't a concern, feel free to use your Google account to download apps from the Google Play Store.
Learn how to sideload apps: There are multiple ways to do this, like a USB drive or FTP server.
Pick an alternate launcher: This will replace the default Android TV OS UI with one that has much more flexability and no ads. FLauncher and Projectivity are ones that I recommend to friends.
The final product is a modern streaming device with much more flexability than any other store-bought device. Building a HTPC with Linux is probably the true self hosted option. Personally, I'm able to afford some privacy sacrifices with Google for something that "just works."
My i5 6600k will turn 10 years old this year. I'm fortunate because upgrading to 32 GB should keep it running for a while still.