I've implemented this on two different routers this year as I wanted whole house coverage without the need to launch an app on each device. I'm looking chiefly for protection from online financial transactions (purchasing, bill paying, banking & brokerage).
I first bought a Netgear R7000 router (about $150 on Amazon), subscribed to NordVPN ($99/3 years), and No-IP.com ($50/2 years).
Configuring the R7000 was tedious (replacing the Netgear firmware with DD-WRT firmware) but straightforward -- including Samba connectivity for the external hard drive that contains my 188Gb music collection and our photographs.
My LAN (16 connected devices) ran smoothly for a month or more until I happened on a highly-reviewed Asus RT-68U router rebranded for T-Mobile @ $48 on Amazon. Although it's advertised as refurbished, it seems new and its native firmware has VPN and Samba features built in. I did find it necessary to perform a factory reset on the router before I could connect.
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