Travel routers with VPN or Tor allow you to avoid trusting the DNS from WiFi ISPs and cell phone towers. Some even let you plugin USB modems and switch MAC addresses to help bypass WiFi captchas on multiple devices. This article compares GL.inet to a Rasberry Pi with OpenWRT, and can give you some ideas for privacy and security for whatever choices you make:
Do you know if all models are compatible with OpenWRT vanilla firmware?