James does that Onkyo have usb audio input?
If so a lot of people use a Raspberry Pi running Rooopie which is a fairly cheap build at around £100 all done
The simplest solution if you can get one or have one is a Chromecast Audio with a Toslink adapter.
But there are a lot of options available for this if you don’t.
Streamers with Toslink and SPDIF
What are you looking at spending?
No dlna / upnp natively in Roon and won’t ever be according to Roon staff.
However, no, you don’t need to go as far as “Roon Ready” which is a specific certification facilitated by Roon Labs LLC and includes features you may not need / want (or maybe you do, there are some very fine Roon Ready gear). But, yes, you do need a streamer. As @Michael_Harris points out, this could be as simple as a Pi running Roon Bridge with USB or HDMI into the Onkyo or you can buy something more purpose built.
But if I buy a streamer and connect it to my Onkyo what protocol is my Macbook using when streaming to the streamer, is it via wifi or ethernet?
Correct, Wifi or Ethernet (preferred) and you’ll run Roon Bridge so it will Roon Advanced Audio Transport (RAAT).
Ok this is where I get confused 
If RAAT uses ethernet, what’s the difference from upnp that also is via ethernet or wifi?
Different and incompatible protocols but both, ultimately, accomplishing the same thing which is sending an audio bitstream from a source to a destination. Very different on how that bitstream is packaged before hitting the ethernet though which is why they are different.
I looked your amp up and iI see only Toslink and SPDIF plus analogue inputs.
HifiBerry make some cheap Pi hats that add digital or analogue outports to a Pi and then there’s also iFi Zen Stream, but if you are likely to run WiFi then I find it hard to recommend that device.
I use AirPort Express output from mini-Toslink to PS Audio DAC. Would I get better sound quality if I were to use a Pi based streamer or a laptop USB to DAC?
I still use a trio of Google CCA units which stream up to 24/96 and can connect either by mini toslink or good old 3.5mm to 2 RCA.
I am still constantly pleasantly surprised how darn good they sound streaming Roon into a simple stereo receiver.
Yours for $50 to $75 on eBay.
Plug and play.
Tian the answer is as always, it depends.
Airplay is limited to 16/44 so it depends on what you are listening too.
I have never been a fan of Airplay myself but many people are fans.
Roon over Ethernet delivering RAAT is definitely my favourite as long as you have a solid network.
Also if you have high resolution music then that will also be a plus
A big fan of CCA here as well for simple and it just works audio.
I have become a fan of the RAAT Roon Ready devices since I have a few, but still appreciate the simplicity and reliability (for me) of Chromecast Audio
If I buy a Intel Nuc and install Roon Rock, do I need any connections between the NUC and my stereo or does it stream via ethernet?
Regardless of what computer device you are running your Roon core software on, it’s always best to connect that device to your network using an ethernet connection to your router or a switch that is connected to your router.
Then, your endpoints can be connected to your network by WIFI or ethernet (preferrable).
You’re missing something in your understanding of networked audio. A network has various layers (lookup OSI model) but at the bottom is physical (cables) and at the top is the application. There is a bunch of stuff in-between that gets an application on one side doing something useful with an application on the other. In this case the two applications you’re concerned about are Roon Core and Roon Bridge. There really isn’t such thing as “stream via ethernet”* it’s the upper layers which control this and both side have to agree on what they put on the wire.
What gets put on the wire and supported by Roon is:
*there is an IEEE Ethernet standard for audio but it’s used for large distribution of audio in pro applications and not applicable to Roon.
EDIT: The list above is not complete see this https://help.roonlabs.com/portal/en/kb/articles/faq-what-audio-outputs-or-devices-are-supported-by-roon
Thank you Michael and TheHammer for the info.
I didn’t realize that CCA can go up to 24/96. I have 2 of those not being used. So I am going to do a “free” upgrade from AirPort to CCA.
I am on Tidal’s HiFi tier. With CCA’s 24/96 capability, is it worth it to go to the Plus tier?
I find, for Airplay the Airport Express does a nice job. At least it doesn’t convert everything to 16/48 like the TV devices.
But, it’s more than just bit-depth and resolution. Streaming audio isn’t like moving files around. There are timing considerations (different than the argument of DAC jitter, don’t get them confused) and Airplay focuses on stability over sound quality in this regard. Airplay just doesn’t sound very good but its robust (at least Airplay 1). I don’t know enough about Cast to comment. RAAT is always preferred. If you’ve got a Cast device around I’d use that over the Airport but if you’re going to buy something move towards something that supports RAAT.
Ok thanks for clarifying this for me 
Looks like I missed a few… here’s the whole list…
Not really, just use Roon DSP to upsample to 24/96 from standard 16/44.
That’s what I do.
My Roon server, a laptop with CD drive, running my music library with ALC CD rips, is connected to my home network via Ethernet. When I stream music wirelessly to either AirPort Express(es) or CCA(s), or group each type together, the music never misses a beat. Does that mean I am already using RAAT?