pfSense.
Its a real firewall.
You can even install snort or suricata.
You can set it up with OpenVPN for your own incoming connections and you can use OpenVPN to privateinternetaccess.com
Its open source. Does not require that much of hardware.
My box is really nice and it cost me less then 300 bucks. But an old PC with two nics will do fine.
Use an external access point like Egenius.
You have a real firewall with tons of features and its secure.