Which "cheap one" do you have currently? Check if there is a newer firmware for it, as it may improve performance/stability. If that doesn't help, check
DD-WRT's database to see if your router is supported by DD-WRT. DD-WRT is an open source operating system for your router, which will probably work better than whatever it is your router currently runs. The only downsides are that installing it will technically void your router's warranty, and there is a chance you could brick the router if the firmware doesn't copy itself properly.