Actually I just bought a D-link dual band Xtreme N (DIR-825) last week. It was at fry's for $130, discounted to $123.50 cause I got a returned box.
As a general rule with new hardware, I never use the discs that come with them. Even if they contain drivers, they're always a couple versions out of date, and sometimes if they contain utilities, they can interfere with the existing OS implementations of similar features and then you end up with a lot of redundant software, none of which works 100%. Instead, check the company websites for new drivers and firmware, but utilities are almost never necessary.
With this particular router, as well as all the D-link routers I've owned, it's web-configurable. I've had a few D-link routers in the past, and this one has the best web config interface by far, but it's not 100% cross-browser compatible, due to javascript differences. It works fine with IE though. I haven't played a lot with the settings, but it's about 2-3 times more configurable as the previous router I had.
In general, consumer routers don't need utilities to configure them. I've only had to deal with connection utilities (via terminal using a serial port) on heavy duty routers for a networking class in college.
As for the router performance itself, it actually depends on your computer's network adapter as well. With Wireless draft-n band, it's not a final spec, so individual manufacturers sometimes have their own quirks in their implementations. Since I got a D-link DWA-552 XtremeN network card a few months ago and bought a D-link ANT24-0230 triple antenna yesterday, I've been able to get rid of my repeater entirely and still get 4 out of 5 bars of reception. I've had none of the stability problems I had before, and last night got my torrents going up to 780kb/s on a 7Mb DSL connection.
Not bad at all considering that my router is on one side of the house on the second floor and my pc is on the first floor on the opposite side of the house. Before I was running an older D-link wireless-g router, an airlink wireless-g repeater, and my xtremeN adapter with the stubby antennas. I would need to regularly restart the repeater and even then, my connection was laggy and inconsistent. Now it's rock solid. However, it didn't work with the off-brand repeater at all and without the antenna, I was getting no signal from anything.
Another interesting feature of this one is that it has a USB port that you can connect an external drive or printer or whatever to and access it over the network. From what I've read though, you can only access it from one remote connection at a time though.
As for caveats, there is something you need to know about this particular dual-band router. It has a 5GHz band feature, but it's only usable by network adapters that support that frequency, and so far the only one I know of that will work with that is the DWA-160 usb network adapter. It specifically has to say dual-band in order to use the 5GHz. It's still a great router, but unless you are concerned about future-proofing your setup, you could probably get by with the regular single-band XtremeN. It's something like $30 cheaper.
Going back to your speedfan questions, if your motherboard isn't listed on it, it's nothing to worry about. It could just be that your motherboard doesn't support variable fan speeds, and so doesn't have the right circuitry to slow down your fan. That might explain why the same fan isn't as loud as on a different mobo. I don't think it would hurt to try using Speedfan to try slowing it down though. If there is no voltage control circuitry for the fans (which would be how it controls the speed), it can't overload itself with higher voltage than normal. You'd want to try reducing that voltage anyway. As long as you don't try to increase the speed (if the motherboard even allows that), you won't fry anything with Speedfan.