My understanding is that proprietary router firmware may have unknown vulnerabilities that someone could use to discover the MAC addresses of computers making specific requests. That would allow, for instance, law enforcement to tie internet usage to specific computers.

DD-WRT and other open source firmware should be a little more secure in this regard. The open source firmware out there is definitely more reliable over long periods of time than the stock firmware that comes on most routers, so I assume it's also more secure.