I got myself a TP-Link TL-WDR3500 since it boasts great hardware (see below for detailed info), and at the same time is supported by OpenWRT which I easily found out by searching in the OpenWRT forums.
Here’s the direct link to the firmware image (current “unstable” or “bleeding edge” OpenWRT release “Barrier Breaker” — i. e. not current stable one, which is Attitude Adjustment — build r36486) which you can use to upgrade a device with the factory firmware still installed. (Update: The link refers to the “trunk”, i. e. the development branch, where daily builds are available.)
Installing OpenWRT using the stock firmware’s “Firmware Upgrade” function worked smoothly. Less than 5 mins. after I started the upgrade I had OpenWRT running (thanks, folks!).