Don't settle for a "wireless gateway" A "wireless gateway" is an all-in-one device that combines a modem (cable or DSL) with a wireless router. They tend to be mediocre, poor performers, especially those supplied by Internet providers.
Insist on a pure modem. Buy your own separate wireless router.
Make sure the modem is configured in "bridge" (not routing) mode. Otherwise you can have "double NAT" problems.
Important
Simultaneous Dual Band The low 2.4 GHz band, commonly found in consumer-grade devices, is increasingly crowded, which can severely limit performance. The high 5 GHz band tends to be much less crowded, and will often provide much better performance. But don't just get a single band 5 GHz device, since some wireless devices only support 2.4 GHz, and avoid dual band devices with a single radio that can only work on one band at a time. In other words, not just dual band, but simultaneous dual band.
AC1750 (Wi-Fi 5) The current baseline for good Wi-Fi is AC1750 (Wi-Fi 5), 450 Mbps on the 2.4 GHz band plus 1300 Mbps on the 5GHz band. AC1900 and up can provide improved range and speed, but may not be needed in many cases.
Gigabit Ethernet Although Fast (100 Mbps) Ethernet is comparable in real world performance to 300 Mbps wireless (actual wireless performance is usually much less than the advertised maximum), Gigabit (1000 Mbps) Ethernet provides much faster wired networking for not much more money and is otherwise good "future proofing".
Nice To Have
Guest feature A guest feature is a separate wireless network for guests that lets them connect to the Internet but not to any of your own networked devices. It's a bad idea to give guests access to your own network.
USB USB can be used to attach USB storage or USB printer to the wireless router for network access.
Recommendations
ASUS RT-AC86U Best. AC2900. Outstanding range and performance. High processing power for gigabit throughput. Excellent support.
Update Firmware Check the support website for updated firmware before installing, and regularly thereafter (e.g., quarterly).
Don't "cheap out" A cheap wireless router can reduce performance due to poor internal routing speed.
Use WPA2 AES Security Identity theft is just one of the risks from getting hacked, and WEP "security" is essentially useless. Use a different (and equally strong) password for a Guest network.
Set a Strong Password Use a random combination of 12 or more mixed case letters and numbers that you don't use for anything else, and do not use common words, names, numbers, etc.
Don't fool yourself Network name (SSID) hiding and MAC address filtering are too easily circumvented to provide even minimal security, and they can lead to network problems, so don't use them.
Network Backup Network storage is an excellent way to keep your devices backed up. Highly recommended. (WD My Cloud is a very good alternative to network storage on the wireless router.)
Mesh wireless Mesh wireless is all the current rage, but impairs wireless performance. The better way to increase coverage is with wireless access points connected by Ethernet wiring, or by powerline networking where Ethernet is impractical. If mesh must be used, ASUS AiMesh can work well with a pair of wireless routers.