I haven't had more then 2 routers so can't say that much.
My first router was a Sweex 4-port broadband router
. They are cheap but lack a lot of features, also after just i few monts in started to notice random disconnects from my LAN, a few months after that a port died, few weeks after that a second port died and i smacked the thing against the wall. No more cheap routers for me. I also saw other cheap routers at friends, many have diffrent names but are exactly the same inside. Problems with most of them is bad documentation, poor port-forwardng/NAT/security, they crash sometimes at long uptimes/many connections and port just die on some models.
After my Sweex died i bought a Draytek Vigor 2200E
(they sell the 2600 instead of 2200 now), i must admit it was about 2 or 3 times the price i paid for the Sweex, but they sure last at least 2 or 3 times longer then a Sweex too. Good support, firmware updates if needed. Great uptimes and deals with many connections (long Emule/Bittorrent sessions). Superb documentation and way more features