As Gabe stated if your speeds while connected directly, are the same as when using the router, then all is well really.
Different routers have different attributes. From a wireless standpoint some have better range, some are better in multi level homes with others be better in the horizontal.
Some are dual frequency 2.4 & 5 Ghz. On some you can adjust the wireless power levels.
On others such as Yorkytime's Asus after installing the Merlin firmware she will be able to look in the routers display and see how much data is being used and which devices are using it.
It is more a matter of "bells $ whistles" than something that can provide a boost. Presuming of course the router wasn't a choke point in the beginning.