Best router out of the box is hands down the Linksys WRT54GL. Walmart carries a similar model, but do not get it. It is the WRT54G. Notice the 'L' is missing. the L stand for Linux, meaning it is running on Linux firmware. This router is excellent out of the box. You can find it on newegg. Also, because of its design, you can install 3rd party firmware as well. I have this router with Tomato firmware installed. I can play online games, have utorrent running, and surf the web all at the same time with no noticeable slowdown. Shoot me a tell if you need help setting it up.
I've also used Belkin and D-link, but the routers I had both lost the connection about twice a day. I have yet to lose the connection with my Linksys, and it's been running for over a year now.
Aeiouy