If budget is tight, and you don't mind putting in the work to learn how to configure and get the most out of it, Mikrotik offer some very powerful devices very cheaply - e.g. the RB750GR3 for around £50, and claims around 450Mbps IPSEC (VPN) throughput.
With any router, you will need to check carefully that it's compatible with whatever VPNs you want to connect to - there are many different protocols, and many different variants of each protocol.
I don't know if it does ad-blocking, but for that I just use u-block in my browser.