I managed to get OpenVPN working with AdvancedTomato, but remembering it took quite a bit of messing with. I also noticed that going the other way (connecting router to VPN provider) showed a substantial drop in bandwidth compared to running the software directly on the client machines. Was much easier to setup on a router flashed with DD-WRT. Many of the ASUS routers can take either so not a bad option. If you have a NAS, that's another way to get in.
