I'm hoping others will post here as well, as I like your question.
I have a mid-tier Linksys router from Best Buy for my home network. I'm not sure at what point more money makes it more secure, and what those features would be, besides maybe speed and range? I think the concern is an excellent password, set at WPA2 encryption, configuring the Wi-Fi and Security settings and checking for firmware updates.
I do like Kaspersky Plus Smart Home Monitor feature, as I can take a quick look at all the devices connected to my network, without logging into my online Linksys account and checking the Device List panel. I'm sure there is an app as well that I haven't used, to monitor connections, connected devices.
edit: and I'm not sure if spending a lot of money on a router makes sense$$, as from what I understand they usually don't have a long life expectancy. But, maybe you get what you pay for in that regard? My TP-Link router lasted about 5 years before my connection started dropping off and this router resolved that issue.