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It is redundant and slow to have VPN on the router, and then VPNs on the clients. You're wrapping a VPN connection in another VPN connection.
Setting up the VPN on the router means that any traffic going through it can be protected by the VPN. This means you don't need to install a VPN client on separate devices in your home.
PROS:
Any device connected to the router is protected with the VPN
If VPN provider limits clients, traffic going through the router counts as one client.
CONS:
Connection significantly slower than your subscribed connection
Some sites are block VPNs (ie Netflix)
Can't easily turn VPN on/off
I have my router setup with the VPN from PIA. Since Netflix is not PIA friendly, I configured the router to bypass the VPN for the HTPC.
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Romans 10:9
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