I'm thinking about buying the Netis WF-2881 for someone, £40 from Korea(gmarket - not sure about shipping costs) the specs are great for the price but only OpenWrt support for now which as I understand it is a bit less user friendly than DD-WRT but has more features, given it's popularity there should be tutorials for most VPNs.
- 880Mhz Dual Core MediaTek Processor
- 128MB RAM
- 128MB FLASH
- WAN: 10/100/1000Mbps (1 port)
- LAN: 10/100/1000Mbps (4 ports)
- WIFI: 2.4GHz 802.11b/g/n (300Mbps) / 5GHz 802.11a/n/ac (867Mbps)
- USB: 3.0 (1 port)
- 4 external antennas.
That beats the specs on routers almost twice it's price, it should handle multiple devices on your VPN at once across your wifi. I can't exactly recommended it yet as I haven't bought it and set it up(then there's reliability and build quality which is why some prefer to pay more for a trusted known brand) but I thought I'd share it here as some of the routers can be pretty expensive or not up to the task of handling too many devices at once. Might be one to buy if you really want to save money and you're confident you could set it up after reading the guides or know a techie that could.