In order to enjoy VPN on all of your devices you can either flashing your current router with DD_WRT firmware or by a VPN router but cause DD_WRT is free, it might be better you give it shot first before looking for VPN router. DD-WRT is a free open source project aimed at developing a Linux based firmware solution that removes the restrictions placed on routers by their default programming. Fortunately, it has the option of selecting different VPN configurations like: PPTP, L2TP or OpenVPN and Once configured, users on the network don’t need to enter a log in process when they need to activate the VPN. It just starts automatically, so any device connects automatically and easily, giving you all the benefits of using a reliable VPN service.
In order to check whether your router is DD-WRT supported or not, please check your router here : http://dd-wrt.com/site/support/router-database
And here is a configuration guide that will give you better idea of how you can config it on your router: http://www.purevpn.com/config/router/