My #1 and only choice for software I use on routers is DDW-RT for a number of reasons. But most importantly for security reasons. If I have time I will flash the router myself, but I have also been very happy with the routers from Flashrouters.Com. The router will come pre-flashed with DDW-RT and their prices are very reasonable for what you get.
Name: Linksys WRT3200ACM DD-WRT
URL: https://www.flashrouters.com/linksys-wrt3200acm-ddwrt-router (***See Note Below***)
Where to buy?: FlashRouters.Com
They sale several version, ranging in price and use. When I purchase a router from flashrouters.com my goto router is the Linksys WRT3200 Series..
They sell a version with VPN and a version WITHOUT VPN. I prefer the version WITHOUT VPN, which is the link I have listed above. There are only a hand-full of use cases for setting up and using VPN services, If you think you might have a special case to use VPN than get the one with it per-installed. I have never used it personally, but I have used flashrouters.com many times and they have always had solid tech support, and really a fantastic company. If I was going to use VPN, I would use them first before creating my own custom VPN Solution.