As a point of fact, it doesn't matter which one goes first into your modem (use the fastest router first?), I have a router that couldn't be(?) flashed so I just bought a cheap Asus with the ASUS firmware built in, hardwired it to my box and flip back and forth on networks from my laptop. Distance isn't a thing with me so 2.4 works fine.
At the price of the newest dual band gigabyte port "PRE-FLASHED" for VPN, I jumped on that Asus for 30$ CND and have been very happy since.
AND YES if caught in a situation where you wish a vpn but cannot afford the 250-350$ for a pre flashed. Use you best router first that LAN from that and set up your VPN on that router that comes from that, you lose speed so...The Asus I bought does not have gigabyte ports, however Asus claims 10-100MBPS on theirs....useing this style because my home network was already set, two my vpn provider, provided a "kill switch" which was needed because it did not play as well as it should had on windows. The entire point of having a flashed router with your vpn on it is so you have no need to worry or fuss on it. The question mark about the flashing is there because the DD-WRT site seem somewhat behind....take your chances I guess.