There's a few, a lot of which have sprung from modified code for the Linksys WRT series of routers. The one I use is dd-wrt, which is really very good – although I've not played with the VPN features that much. You can normally pick up a WRT54G or similar for under £50 (quite probably less now) on ebay. Flashing with dd-wrt is really very easy and the set-up is all done via a nicely designed web interface. You pretty much get an enterprise feature set for a home cost.
You will probably need an ethernet ADSL modem to handle your adsl connection though as most of the boxes that run dd-wrt are pure ethernet and wireless routers, not ADSL modems. You probably have this already though.
http://www.dd-wrt.com/