If you want a fast and reliable router that can host VPN server get an ASUS RT-N16. It can run tomato, dd-wrt, open-wrt(not fully supported), debwrt. However, it's pretty expensive and it has only 2.4 ghz wifi n radio.
But the price is worth it. Mine runs tomato rock solid, I am pushing almost 100 megs across the network. (RAM mounted partition -> SSD) I didn't test VPN on this thing, but it will definitely run better than most other routers on the market. It has 400 mhz cpu and 128 MBs of ram.

The cheapest and the best way is to get some old linux supported pc and run VPN on it.