The pfsense box looks expensive! :(
Doesn't have to be. Yes, it's expensive if you buy their hardware (I have one of their boxes, but they've jacked up the prices since I bought it), but it will run on commodity PC hardware and (unlike FreeNAS) isn't too demanding. It's still FreeBSD, so Intel NICs are preferred, and you'd want something with AES-NI in order to support the next pfSense release, but there are tons of options out there. Something like
this should work well if you want small and silent, or more standard PC hardware will probably be cheaper yet.
Edit: I should probably point out that I'm not saying you need to use pfSense for this--by all indications, it sounds like you should be able to make this work on dd-wrt. I believe setting up OpenVPN would be much easier with pfSense (you'd do everything through the router's web GUI, and download a config file to put on your phone/laptop/tablet/whatever device(s) you wanted to use remotely), but then you'd need a separate wireless access point (I like Ubiquiti for that), so it wouldn't be an inexpensive proposition no matter how you do it.