So far I’m really enjoying the Playstation 4, but there are drawbacks. If you’re coming from PS3 (or 360) you would expect the PS4 to stream media over your network or through a connected device. As of right now, there really isn’t a way to do that. The only way I’ve found that works is to set up Plex Media Server and access it through the Playstation 4 browser.
In the PS4 browser, go to my.plexapp.com. Once logged in, click on Servers. Click on the name of your server and then click on Plex/Web. From here, you’ll be able to play all of your media.
I’ve read that Sony is planning to add DLNA support like the PS3 but there’s no telling how long that will be.
If anyone finds a better way, just post in the comments.