If you want to run pfsense look for an HP t5745. Grab a 2 port nic (pci-e or pci-x depending on what type of expansion model you get), get a 4gb flash drive and go to town.
It'll route 550mbit all day long and its good for OpenVPN up to 60Mbit or so.
Another option, although more expensive, would be to buy an appliance directly from pfsense. Those start at $300 but they are low power, come with 4 support incidents and just work.
I would stay away from the edgerouter-x. If edgeos fits your needs the edgerouter lite is the only way to go. I have used them before but for my needs I was not overly impressed. The edgerouter lite is fast, no question, when you aren't doing anything that disables hardware acceleration. Ipsec is fast because of hardware acceleration but OpenVPN is brutally slow.
Keep in mind that I'm not saying the edgerouter is a bad device, I'm just saying you need to evaluate your current and future needs before you go that route.