What broadband connection do you have first of all?
I believe (but could be completely wrong!) the MR814 may only support up to 10Mb through the WAN port, so if you're on 20Mb, you may have problems... although chances are it would only throttle it down to 10Mb.
I'd say to try doing a hard reset on the router if not done already, power off the modem for a few minutes and start from scratch. I found the setup wizard caused problems for me when I had the MR814, but others have found it to be OK, so I guess its a case of trial and error unfortunately.
In terms of alternative routers, I've had 6 over the last 6 years, and have settled on a Buffalo WHR-HP-G54 (can be bought from ebuyer.co.uk (amongst other places) for under £30). If you're after additional features from a router like Quality of Service etc, look at 3rd party firmwares like Tomato (
www.polarcloud.com/tomato - I can vouch for this being very good

) or DD-WRT (
www.dd-wrt.com) which can enhance the functionality of the Buffalo (and many Linksys) router(s). (note that flashing firmware on routers does come with risks, and it's worth reading through the websites linked above to find if it is something you're wanting to try, although with Gentoo experience (something I'm a bit scared to try personally!), you may be OK with this.)