Plex server with a Plex client is a good setup. Plex server to a DLNA device in my experience is a car crash. Each recent update to Plex says it has world class DLNA support, it doesn't, its a mess, it doesn't work properly and you get no answers on the Plex forum free or paid for sections.
IMPORTANT: With the security changes in version 1.1.0, if your Plex Media Server is signed in to a plex.tv account, then all of the apps you use must also be signed-in. If you use older apps that cannot authenticate (e.g. LG's MediaLink or SmartShare apps), you can add the IP address of the device to the following advanced preference: Settings Server Network List of IP addresses and networks that are allowed without auth. (We strongly encourage apps to be signed in for improved security and enhanced functionality.).