I read somewhere about this Linux project, that took the Linksys WRT54G and turned it into a lot more. The other week i decided to have a look at what this was, and found the openWRT project. So, i ordered the WRT54GL (which is the current version running the Linux firmware) and flashed it with openWRT and X-wrt. The amount of features are just mind blowing. Sadly the router wasn't all that stable, and it kept on loosing its connection to the net every 30 min or so. I researched this and found another wrt distribution, dd-wrt and decided to give it a try, something i haven't regreted. My old Netgear router is now collecting dust on a shelf as this monster handles my local network. For the first time i have configured QoS, and i am about to get the VPN running.
So, if you want a good router for very little money, i suggest you give the WRT54G (or another compatible one) a try.