Spam and virus firewalls are normally not a feature of bottom of the line home routers. They tend to be high powered, stand alone pieces of dedicated hardware, with astronomical price tags. For example:
start at about $1,800 each. There are also software versions, that run on the mail server, and require substantial administrative overhead to keep up to date with the latest spammer techniques.
If you're only trying to keep your own email clean, and haven't had much luck with various programs and products that run on your PC, then perhaps a commercial email filtering service will be both cheaper and better.
These are usually resold through your ISP or email service providers. You might check with cox.net to see if they offer additional spam filtering. Looks like they offer Symantec's Brightmail filtering, which is quite good:
Consider getting a decent router and separate wireless access point. By the time you add good modern crypto security on top of a router (especially public key exponentiation on home networking toys), the load may be pretty heavy for a single integrated piece of hardware.
Its possible to get a decent router (like a 3com OfficeConnect) and a used Cisco wireless access point (like a Cisco 1121G on eBay). Configuration of a Cisco access point might be a great learning experience, but I can't think of a more robust set-up combination without breaking the bank.