before buying expensive routers check OpenWRT's table of hardware and buy one that is supported by the current OpenWRT release and has decent specs. There is a detailed installation guide for each supported device in the wiki too so there are no excuses it's dead simple and Free yourself from stupid hardware manufacturers and their planed obsolescence products.

• Edit: also here is the new version of the table of hardware with more details They seem to have buyers guide too in the wiki.
• Edit2: seems like GL.iNet devices ship with OpenWRT out of the box with their GUI on top and you still have access to openwrt under the hood if you need it which sounds awesome so look into them if you're interested. Thanks you guys who brought them up.
• Edit3: there is firewall sulotion called OPNSense which is not limited to commercial routers like OpenWRT and can be run on any x86 hardware of your choice (like N100 mini pcs) so like into it if you're interested. Many thanks to the guys who contributed in the comments
• Edit4: Sorry for the multiple edits but some of you guys suggest some fantastic insights that I had to add. Anyways here is a list of good candidate devices for hassle free installation and yet powerful enough hardware from OpenWRT's Forum