Conclusion
All in all, Gigabyte's attempt at a wireless VPN router was a pretty good one. There are minor annoyances with the web administration, which should be easily fixed in a future firmware. The VPN capabilities should be better documented on the box and the documentation itself. Too many average users do not fully understand that one vendor's implementation of VPN in their router is not necessarily the same as their competitor's, even if both companies use the word "VPN" in their marketing.
An added bonus is the fact that the wireless NIC can be removed without affecting the functionality of the BR404W as a LAN router. It is a nice touch that you are able to take the NIC out and plug it into a laptop for use on another wireless network, such as in a café.