[DEinspanjer]

It isn't hard to put together low power hardware with two or more NICs, and you can then toss something like pfSense or similar on it.

The biggest challenge is whether this will impact your internet speed. If you have a faster broadband connection, you can quickly exhaust the throughput capabilities of such a limited platform. Things get significantly worse if you are relying on the router for your LAN traffic as well (i.e. you don't have a switch to offload the LAN only traffic).

With the more commercial solutions, whether for SOHO or SMB, the biggest advantage they bring to the table is the ability to utilize hardware optimizations such as offloading for checksum, TCP segmentation, and large receive.

pfSense actually has code to perform the offloading, but you have to ensure the hardware you're using is capable of performing the work.