The interesting thing about SHIELD, is the ability to stream games being played off of Steam from a computer, (if you have an Nvidia card). You can even take the screen off if you want and just use the controller. The only flaw I see is you would look like the biggest douche ever carrying it around in public.
The interesting thing about the Steam Box, is we have no idea what it looks like yet, what the controllers will look like, or if it will even be able to run Windows. Gabe has pointed out his hatred for Windows 8 multiple times and they have a team at Valve porting games like Left 4 Dead and TF2. If it is loaded with Linux, a lot of games won't work and stupid console gamers will be like "wutz linix" and not bother with it.
The interesting thing about Ouya is nothing. I don't understand why someone would consider buying this, you can easily hook your Android tablet / phone up to a large HD T.V. with mini HDMI out on higher-end devices, then sync a controller through bluetooth. My T.V. even has wireless connectivity with my Galaxy S3, AllShare lets me stream pictures, videos, and stuff like that. The only thing that is at all appealing to me is the controller, from what I've heard and seen, it's very nice to use.