Router Requirements

[donkman]

I found this from the domain unixgeeks.org

"From a security standpoint, the most secure firewall is a standard
proxying firewall, where all traffic is inspected on an application layer.
However, that isn't always the most practical solution. A strictly proxy
environment is slow and difficult to maintain. Proxies have to be written
for new applications as they come out. An adaptive proxy, using a
combination of proxying and packet filtering, is far more likely to be
encountered."

It spoke of "standard proxy" as the most secure and "adaptive proxy" as a reasonable tradeoff for speed.

Can I get either of these with common routers?

I noticed that there are huge differences in the price of routers. What would be the steps in the "security range" of routers that are commonly available?

And what step would you advise a person to reach?