Andib: Why not use an HDMI stick PC
http://www.aliexpress.com/item/2GB-RAM-MEEGOPAD-T01-Mini-PC-TV-stick-Quad-Core-Intel-Atom-Z3735F-Windows-8-1/32299983115.html
Something like these would save on power and be as good if not better than an old PC in the same price range
Again, I need the flexibility of a full Windows desktop. For one thing, I may have to go to a LAN cable if my wi-fi isn't up to the job. For another, I want to be able to easily switch DNS proxies from the computer (not the router). I already know I can do all these things and more from a Windows machine. Anything else introduces uncertainties.