You seem to be able to pay from the low tens of pounds to the hundreds of pounds for a modem router. Presumably there is a difference between the cheapest and the dearest, what is it? Even the modem routers supplied by the ISPs seem to work well these days.
Wireless routers, as I expect most are, will have better RF (radio) subsystems. They will have more and better antennas and implement more of the fancy features in the WiFi standards (like MIMO, that gives you more than one radio path between devices).
I'm sure they do other things as well but the radio functions should give you higher data rates over longer ranges. You may also find that the expensive ones last longer and need less frequent reboots.
Lionel Ogden 