First you need a router that can run a vpn client. This is a somewhat common things you can find. Being able to send some traffic into the vpn and other traffic directly is not as common. I would first look at asus and tplink since they have fairly good vpn support in their routers and other that couple cheaper ones they run the same code base on all. I don't know if they have the feature to allow traffic to bypass you will have to read the manuals, they add things all the time.
I know you can do it with DD-wrt third party firmware. If you are going to consider other firmware I would recommend you look at merlin, but it only runs on asus. It is much easier to get installed than other third party firmware but has less...