Merlin is the standard software that has been tweaked. looks the same on the web interface just has a few extras and for me works better.
I would not recommend Pure VPN as they log your activity. If you are going to do this use a VPN supplier that does not log your activity they cost the same just research it on the www. Seems pointless hiding all you activity and then with one court order your tracking is exposed.... not that I'm paranoid and I am not saying that you are doing anything illegal, but just makes sense.
As for a vpn slowing down the line yes that is correct but for me thats half a meg so not a problem it slows down more at peak times on the www.
Setting up an openvpn server with Merlin this is a good place to start https://github.com/RMerl/asuswrt-mer...-Merlin%27s-fw