Filtering and Security via OpenDNS and possibly OpenVPN

Hi Experts,

I know this is an odd request. I have an RT-N16 with Shibby build. I know I can setup OpenVPN client and connect to an OpenVPN provider of choice to route all router traffic through the VPN. And I know I can setup my router's DNS to use OpenDNS's servers for filtering.

Ideally, I want to do both. I want to protect my kids from content I do not approve of and protect my family from an entity monitoring our every move. In a nutshell, I want to be able to encrypt all the traffic...

Filtering and Security via OpenDNS and possibly OpenVPN