pfSense is a great firewall/router for a nerdy home, or business. It offers all the standard features (stateful firewall, NAT, routing, IPv6, VPN, and high availability) for free.

Commercial support is available (recommended if you’re going to bet your business on it. No different than any network appliance). I’ve been using it at my house since around 2006. I recommend it to clients who are interested in an inexpensive device (Netgate is selling them for around $300US).

If you are interested in OpenVPN setup, check out pfSense and OpenVPN. It covers the basics of setting up a VPN for OS X, and iOS.