Every consumer based Router I have used features at least NAT (Network Address Translation) which makes it hard to find the PCs behind it. Better consumer routers also have SPI (Stateful Packet Inspection) which makes sure all 'conversations' are started from with in your network, never from the internet.
What a software firewall can add to this, that cannot be done in hardware, is to notify you WHICH programs on your PC are trying to 'phone home' (I was amazed to find that my keyboard driver contacted the vendor each time) If you are fighting an infection, it is very handy to know what apps are infected. I only use software firewalls as a diagnostic, but it is handy.
I tried to remain child-like, all I acheived was childish.