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That is a subjective question. It all depends on each individual users needs and personal findings of how the router works for them. I would imagine few people will have had a number of routers to try in order to test one against another in the same environment.
I am not suggesting that you try loads of different ones.
I was pointing out that I doubt if any of the forum members will have tried loads of different ones in order to compare one against another and as such they will only be able to give their opinion of the one router they have.
That will mean that you will get loads of different opinions all based upon the individual users use of their one router so you will be not be better informed regarding your question about which is the "Best 3rd party router."
A router firewall simply blocks incoming connections unless you have opened up a port, they all have that facility. What more do you want?
Yeh, I just want to add these firewall rules to prevent people bypassing OpenDNS by changing their DNS server settings locally. https://support.opendns.com/hc/en-us/articles/227988027-Preventing-circumvention-of-OpenDNS-with-fir...
Now that is tricky. You have to block all outging requests on port 53 (DNS) apart from OpenDNS.
I can do that on my home hub 1 (ADSL) using the custom firewall settings
Source = LAN
Destination = WAN
Port = 53
Action = Drop
but I am not sure about other routers. I did think that TP-Link may have that facility, as I did discuss it on this forum a long time ago.
Some Netgear routers have parental controls which integrate with OpenDNS, I will see if I can find the page.