A decent cisco router will give you all the protection you need along with a vpn, unless you have some reason to protect some highly sensitive information. If that is the case, build a server to use as a dns, dhcp, firewall, and proxy server to keep your LAN computer away from direct connection to the web.
You can build your own router that can handle 10Gb forwarding rates(minus the 10Gb NICs) for about the same price as a Cisco router that can handle 100Mb/s.
The biggest difference is you can call Cisco for support and an embedded router consumes a lot less power, right now. Haswell CPU next year should make a custom-built router quite power efficient.