I bought a new Linksys about a year ago. I never could get it to connect to the internet, and my internet provider doesn't require anything complicated for connection, the cable modem does that. I took the Linksys back and bought a DLink and it connected very quickly, essentially with no special configuration by me.
I went from an 802.11b router to 802.11g (to maintain compatibility with my old laptop), and I can't tell any speed difference in normal browsing of the internet. Copying files across the network there is a difference though. (Well I'm not using that old laptop anymore so I can switch my new router to run 802.11n now.)