You can get a router and install OpenWRT[0] if you're concerned about the firmware. For commercial stuff without a custom firmware, there's no real telling without downloading its firmware yourself and going through it, and even then in many cases you're going to be unpacking a linux filesystem which may-or-may-not contain a backdoor in the clear. There will likely be proprietary blobs therein that you'd need to RE as well. That is a lot of effort, and that's assuming that the blobs are even available, full images, or not encrypted, which for many manufacturers many of those conditions are not met.
Then, I saw a post floating around this morning where you can build your own router from scratch. Interesting proposal... I think if you want true knowledge of whether or not something is back-doored, you'll need a lot lot lot of information on the provenance on everything in the thing :) which is a tall order.
[0] https://openwrt.org/supported_devices