OpenWRT can turn your Linksys Router into a Linux computer with full router and firewall facilities.
DD-WRT is also highly regarded. Personally, I'm using
HyperWRT Thibor 16b. Very solid, great features.
All these are based on the Linux code Cisco/Linksys released back to the user community. So they are running the original GPL code on $50-$100 routers with modifications to add features normally found in $400 or more Cisco routers.