A VPN-capable router is a convenient device — it can provide VPN connections to your computers and mobile devices via Wi-Fi. You won’t have to install a VPN client on each device. Instead, all your devices are routed via one connection to your VPN provider.
When choosing a VPN for Australia, the best idea is to look for a VPN with fast connection to Singapore or the U.S. West Coast. If you connect to a server in Singapore you will avoid the Five Eye countries, and you’ll tend to get reasonably fast connection speeds to the US.