I chose the Netgear FR114P. It is cheap, has a 'proper' firewall (not just NAT, but stateful packet inspection as well), but very importantly, because it has a print server built in.
In other words, I plug my printer into the router, and all PCs can access it. I don't understand why this is not more widely offered - after all, what is the point of being able to access the Web, no matter which other PCs are switched on, if the printer is connected to a PC that is switched off?
Since then, Netgear have brought out some newer models, with and without wireless options, and some without the print server ability.
See netgear.co.uk for the current range. I have used Linksys routers quite a bit, they are usually pretty reliable (but print servers are extra). Belkin always seem a little slow and expensive in comparison.