You want a router or a firewall? I'm confused! I don't think that word means what you think it does.
I think you're looking for a firewall. The Cisco RV042 "Dual WAN" is "prosumer" gear, at best. Further, I don't see why you'd want "dual WAN" functionality if you've got a single connection from the co-lo provider.
The Cisco ASA-5505 (see http://www.cisco.com/en/US/prod/collateral/vpndevc/ps6032/ps6094/ps6120/product_data_sheet0900aecd802930c5.html) is a fairly capable little firewall, and is spec'd at supporting traffic flows of 150Mb/sec (though I've never benchmarked it). It'll fit within your budget, though you're going to want to get SMARTnet coverage (renewed annually) if you intend to get relacement / support if it fails. It will terminate user-to-site and site-to-site VPN tunnels with a variety of protocols.
Ultimately, the specific configuration of your firewall device (and server computers behind it) is going to determine "how secure" you are. You can't buy "security" by putting in some device / program / system. You need to turn off unneeded services, use strong authentication mechanisms, limit connectivity to administrstive interfaces to trusted source addresses, log the heck out of anomalous traffic, configure your server software and applications in a secure manner, and continue investing in staying current with patches, updates, and configuration. You can't wave a magic wand and "be secure".