Broadband connections justify owning a hard firewall, such as a linksys router, or if you want a better one for home use thats not TOO expensive, look at the netopia r910.
good good little router, fairly easy to setup, not as easy as a linksys tho.
I just have had experiences with both, the linksys is ok unless you start serving out pages or other services... it bogs and hangs. the Netopia does not...
least hasnt for me...

But I digress...

Software routers are only as good as the software its running on, remember that.
they are prone to crashes etc. hardware are too, but its much less likely, as long as you set it up right. If you do go with linksys, dont do like my neighbor.

she set up a wireless access point, and let it go default. Also left administrator no password on her machine.
I did her a favor, logged into the router, changed default password, and secured it... least now she has a firewall that isnt turned on and off like a switch.

MAKE SURE YOU CHANGE DEFAULT LOGIN PASSWORD AND DISABLE REMOTE MANAGEMENT.