Yet another take
OpenBSD on a Soekris. No web GUI (don't need one), but 10-minute install and the most advanced version of pf available. (Heck, OBSD pf is arguably the most advanced open-source firewall extant; I have yet to come across a commercial home router or a linux distro that let me prioritize TCP ACKs, which truly does wonders for responsiveness while heavy downloads are going on.). It's running a SOCKS proxy, local split DNS with external caching resolver and internal authoritative DNS, and Snort (mostly to play with). For DSL speeds the Soekris can handle it all.
Not sure I'd do the Soekris again; it works, and I admire the guy designing it and all, but it still has kind of a "garage-built" feel to its documentation, and they've had a few hardware design issues (though to their credit they've offered fixes). A mini-ITX Atom system would be more flexible and probably cheaper.
For wifi I have OpenWRT on a Netgear WNDR3700. OpenBSD does wifi, but the Linux access-point implementation is better at the moment. It's also a backup firewall; since I'm too cheap to run CARP'd redundant firewalls at the moment, I can plug the Netgear directly into the DSL modem temporarily if I need to work on the Soekris.
Total power draw: 25W.