Yes the ASUS models do have some kind of hardware firewall/NAT acceleration but from what I gather the acceleration can only be active depending on certain combinations of settings (such as VPN passthrough) and you have to check some logs to see if it was enabled.

pfSense is not the only option but I figured it was useful to have something modular and flexible where you can swap out for more powerful hardware in future but keep the config.

We want to use IPv6 on ours as soon as it is in the stable release and may need things like BGP in future which tends to rule out "consumer" style routers.

So just to be clear this is for my home

I could just as easy setup Linux machine to do this - but I give pfSense a shot

Other useful stuff on the Wiki but this might be a quick way to try out:
http://doc.pfsense.org/index.php/VMware_Appliance

Thanks for the help/advice

Kash