Apple TV4k. No ads on Home Screen, prompts for permissions like location data use by apps, etc.
Anything else I could recommend would cost at least as much or more and either require ADB commands/rooting process and installing alternative launchers OR lack the ability to use commercial streaming apps.
Price new is significantly lower than the Shield pro.
So far due to old stock prices haven’t gone up but once they release a new model due to AI RAM crisis I expect an increase of $30-$50 at least probably including the used market. It’s not cheap but it’s cheaper than most of the “nice” Android running devices.
Pair with a pi-hole or firewall with DNS blocking capabilities and you can do a lot more to block tracking by the apps themselves though obviously only so much without breaking them.