If you're looking for a router that's never had a documented security flaw, you're probably going to buy a no-name brand that's full of them (because no one's looked yet, so it has a "clean" record).
The factors that you really need to look for are 1) good engineering practices for security, and 2) prompt and effective response to flaws. 1) can hard to verify completely, but you can get a sense of 2) based on patch cycles.
I have a Mikrotik router at home, and I chose it because their products are inexpensive and aimed at professionals, which means the software support is much better than consumer routers. Mine is quite old, but it still gets patches.