You don’t have to, but DD-WRT is a pretty powerful platform. It’s up to you, but it certainly is not a requirement.
Sounds like you have enough on your plate with learning FreeNAS. So I would stick to getting that setup and understood, then move on to networking tasks later.
^ This is the real voice of reason. I’ve been downloading every TV show and new movie we watch for the past 4 years over usenet with SSL. My usenet plan now includes VPN but I have no intention of ever using it. You’ve not trying to hide this stuff from the CIA or anyone else who had the ability to crack SSL encryption.
Why not put the modem in bridge mode, and just use the dd-wrt router?
I have heard that the VPN can bog down the router and I’d rather not have that on my other devices. I have 2 IP cams running through that and all my other media streaming stuff. I thought putting the Server on it’s own router would at least keep that separate from the other stuff. I usually pull from Plex using my server’s CPU. I gave access to a few other people as well, so at times, there might be 3-4 HD streams going out.