I honestly have not had a problem with my RT-N56U and found it to be a capable performer. However, there is an issue that presently concerns me most and this is only for the hardware acceleration for NAT that the router can perform. Apparently, the acceleration feature of the router can cause issues with VPN. A recent firmware has NAT handlers that actually disable the feature if L2TP and Ipsec are toggled. Also, QoS does disable the HW NAT acceleration too. But I do not need to use this and found with multiple hosts and my bandwidth that the router handles the data very well. Well, enough that it did not increase my latency when playing Bad Company 2 and my roommate was streaming videos.
As for thermal issues, I have found my unit only to ever be a little warm when feeling the chassis, and thermal properties are something I always check of ever piece of hardware too. UPnP functions properly without issue. XBox 360 and many games I have hosted via this function, but I speculate the Aphexacid could be talking about DLNA? Which has been patched to minidlna and is more functional, proper. To note though, it does not have the DLNA seal of approval as of now.
I personally prefer routers that are based on Ubicom processors and their networking operating system. Which are usually DLink based products. This replaced my aging DGL-4500, and I am pleased to a point. But I do not like features that make a router unique with attributes and performance to suddenly become disabled when an option is toggled. What is the purpose of the features if only to be disabled for basic functionality that should be expected of every router? There are other disappointing issues such as limited static DHCP host support, port forwarding is a bit complicated compared to many other routers, English usage is horrible, no Ipv6 support, and menu layout is very horrible but not difficult to navigate. Because of this, I personally cannot recommend the RT-N56U. I do not fully believe in the product to be worthy of it. As for the E4200 I have no hands on therefore no opinion.