the advantage of a router is you have a firewall in the router for added protection . don't take that wrong . if they want in , getting past a router is just a little hurdle . but the difference in cost between the crossover cable and a router , i would just get a router . a cable can be anywhere for 5-25 $ depending on where you get it and how long you of a cable you need . i know i know you can get cables cheap but somtimes it is easier to go pay 8$ for a cable than seacrch for a cheap one .
a router can be had for free after rebate alot of time or about the same price of a cross over cable . like
this one
so i would say get a router . the advantage outways cost .