Gateway or separate Modem and Router? What is the better option?

Hi everyone!

I work in my home, its a 2-story 2500 sq ft home.  I run MacBook's and Windows, always on a VPN.  My MacBook and Windows are hard wired, the rest of the use is Wifi.  (Apple TV, Hulu, PS3, Xbox etc).  I currently rent a Netgear Gateway C6300BD.  I rent as my company pays for my internet.  

My challenge is my VPN drops 2-5 times/day.  Also, my bandwidth seems to be reduce when everyone is using all devices at once.  Am I better to stay with the gateway or rent a modem, and then purchase a wifi router?  The goal would be that my VPN would stay connected and when everyone is using WiFi, the equipment is able to support it all!

I am looking for your opinions and what Cox rental equipment you use and Wifi router equipment.

Thank you