Well I would normally say linksys work perfectly and well even, I mean they are owned by cisco and all :-) But allas i think because there targeted at the home and small bussiness while the ciscos are for medium/big bussiness that there now starting to put all these wierd "well help the poor noobs" internal features into them, Its not like its a bad feature, just a nice extra options page where you can turn it off or on might be the trick!

Can you dcc chat/dcc send your self with your router? or well it fail? (im meaning either same mirc/same machine different mirc/different pc but all inside the lan)

My linksys's both do it, its something about translating router WAN address back to the lan.
I know some people cant, they attempt to connect to themselfs and it tries to go out the router to there own IP and that doesnt seem to work, i think the ISP just ignores it or something.
The linksys's i have (earlier firmwares) resolve this by turning the packet around and treating it like its coming back into the router apparently (dont quote me thats exactly what there up to).