I haven't looked at these things in a while, but at the time I did, none of them had adequate firewall/security capability. I was already running WinGate and a SW based firewall on an old PC acting essentially as a router. After just a little testing it was clear that I didn't want to use any of the Linksys type units on my home LAN.
Instead I'm still using a PC running WinGate and a firewall app. Another good option (better?) would be to have the PC run Linux or Unix, serve as a NAT server, and run firewall SW. The WinGate solution cost me about $80 since I already had an old PC. The Unix/Linux solution would be about $400, mostly due to the cost of a good firewall for it.
Hopefully the security capabilities of these things have improved alot and what I rigged up is no longer necessary.
Aslan