The problem PFSense has as compared to consumer routers is that running on normal Intel CPUs it needs more CPU power (and thus cost) to be able to forward a given amount of traffic. Plus all the NICs and such are separate silicon. Boradcom makes little all-in-one chips that have a couple of ARM cores that have acceleration for routing and so on. Also they have things like an ethernet switch and ethernet PHYs on the chip so they needn't be added. Have a look at a BCM4709A for an example that is popular in routers.
PFSense is good but it is not the most economical thing if you are talking features matching a consumer router, meaning gig routing, multiple ports, and wifi, you can have your costs go up a fair bit. Particularly if you also then want it to be fairly small and low power. If you hop over to PFSense's site it would cost about $575 for a SG-2440 with WiFi which would give features roughly on par with a consumer router.
While I'd much rather have that over a consumer router, a consumer router is in fact what I have because I didn't want to spend a ton of money for a home router.