I would think it a bit unusual for DNS settings in a router to be preset.
There may be others too, but on the BT Home Hub (all versions) this is certainly the case; DNS settings are locked down and cannot be changed by a User without reflashing the firmware. Of course there are other workarounds too, but they involve additional hardware.
Here's an example of using OpenDNS via a cheap secondhand router together with a Home Hub.
Me? I would simply replace the Home Hub with a better router anyway.