I had a lot of problems with my router, a Linksys WAG160N. It was mainly unstable, meaning I will have to reboot the thing at least once a day because I would have lost Internet connexion and I was not to happy with my freebox (famous French Internet box) which drop my wifi
One thing I found very sleek is when you set a particular MAC to always have the same IP. You will have the DNS working, you won't have to update your hosts files ever again. The configuration is where it belongs, on the router!