Personally I don't want to put too much stuff on my router/firewall. The reason I run OpenBSD on it is because I want it to be as secure as possible, it has the final word in my network and it's the outer most device of my network.

For storage I've been using Synology for a long time, first ds411+slim and now a ds620slim. I love the slim form factor, only 2.5" drives. It just works™