I chose the TP-Link TL-WR741ND, because it is cheap (~$30).
Disassembly it (this will void the warranty!). You will have to solder a serial header to the circuit board, to gain access to the serial port.
The TL-WR741ND instructions can be found here: http://wiki.openwrt.org/toh/tp-link/tl-wr741nd
For other routers, search here: http://wiki.openwrt.org/toh/start
After finished soldering, manage the four cables out of the case, through the vent holes. I used a RJ22 plug at the end, for rapid connection.