Some of the HP T-series thin clients are x86 and can accept a PCI-E riser. I ran one with a sempron 2100+ (fanless) and an Intel Pro/1000MT 2-port PCI-E card. It had 1GB of RAM and 1GB of solid-state disk-on-module, but the module used a weird reverse-gender 2.5" IDE connector, so I had to use pin headers to adapt it to an external USB HDD reader to install pfSense on it.

After that though, it ran great for a few years until the motherboard died. In all, $100 well-spent for a quiet and small pfSense box with enough power to handle 100mbit internet at wire speed.

Here's an example of what you can get these days:

http://www.ebay.com/itm/NG816AA-HP-Compaq-GT7725-Thin-Client... ($60 and it has either a PCI or PCI-E slot).

Now I'm happily on a Ubiquiti EdgeRouter Lite, which is a great little Debian ARM box that runs Vyatta for $100: http://www.ubnt.com/edgemax (protip: learn the CLI; it's very similar to Cisco's IOS)

Does it have more than one ethernet port on it? Otherwise, how can you use it as a router?

It has a built-in port, so you can always use a PCI Ethernet card to get two ports. You'll probably still need a switch, though.