I've played 40+ hours of Fallout 4 using the Steam Link and a 360 wireless controller. What a great way to game. It's like console gaming only you get all the PC mods, cheaper games, better graphics, shorter load times (SSD vs console laptop drive), 60fps (if your PC/network can handle it), not having to pay for multiplayer access.. so many benefits.
Only thing missing for me is true 5.1 surround, which Valve says they are working on.
I'm using powerline Ethernet, which works fine for me, but I've noticed bandwidth can vary greatly between outlets. So if you're not getting great speeds, try another outlet.
I ordered the Steam Controller off Amazon and will have it Saturday, can't wait to try it out!