You could actually do most of this with a standard wireless router e.g. WNR3500L or the more powerful WNDR3700. The only feature that is not available is the included ADSL modem, but the rest is already possible.

If you would base your router upon a Atom CPU you will end up with a power consuming system, since you need to get a wireless client card, adsl modem card etc. this sums up not to think about the price.

The WNR3500L only consumes 4W. It is rather slow as a fileserver using samba you can expect around 5MB/s . The WNDR3700 reaches around 12MB/s.

I once thought about building an embedded router myself, but I decided to rather use a opensource router and customize the firmware to my needs:-)