I switched from pfsense at my office to untangle a few years ago. Pfsense is a great router distro, but once i tried untangle there was no looking back. Much easier to configure and just as solid. Adblocking is available. The openvpn support is there even in free version. You can try it out with a full featured trial, and if you'd like the full version for home use, its only 5 bucks a month for the full package. Very reasonable for what you get (and no headaches).