I bought a linksys and put dd-wrt firmware on it, gives you a bit more features than standard firmware, however I will never use any of them that werent already on the stock firmware. the real advantage is with custom firmware you are able to learn more about the workings of a router cuz dd-wrt has a decent help/information menu in it where it explains the different settings and features.
You have to look and see what models are supported but i payed $40 for mine and used a this flashing guide:
http://lifehacker.com/software/router/hack-attack-turn-your-60-router-into-a-600-router-178132.phpIt is really cool and it does add quite a bit of functionality like a wireless bridge feature as well as all sorts of networking features.
the WRT lynksis models are essentially a linux computer that can be easily modified by linux guru's.