SheildsUP from Steve Gibson can be handy to make sure you haven't missed anything key in your router and computer. Some parts are more specific to your computer setup though, but the port protection part is obviously going to test your router settings as well.
Basically any wifi or hardwired router sold in the last 10+ years is an excellent firewall - you shouldn't need a s/w FW as well. And as far as the wifi part goes: WPA2 encryption and that's all. MAC address filtering and hiding your SSID is overkill IMO.