The cheap (around $20) TP-link router (703) is very easy to modify. It seems alot of folks are using it for all sorts of projects including an internet radio, cheap wireless connector for arduinos, etc etc
http://piie.net/index.php?section=tplink-radio
http://www.cnx-software.com/2012/07/19/tp-link-wr703n-23-hackable-openwrt-wi-fi-802-11n-router/
http://dangerousprototypes.com/forum/viewtopic.php?f=19&t=4325&p=42562#p42562