In order to find out whether the Linksys E3000 comes with any built-in security features, please consult the owner's manual that came with your unit. Since it is a router, it is mostly likely security features built-in or else there will be too many problems that can arise.
Yes, you can read plenty of reviews online on the Linksys e3000. Try looking for reviews on amazon.com or on pcmag.com. Gizmodo also has excellent reviews.
Linksys support website is a great place to find the help you need. They offer help for all issues and if you cannot find it you can ask it. http://homesupport.cisco.com/en-us/wireless/Linksys/E3000
Yes, it supports different kinds of encryption including WPA2.
Netgear and Linksys are both very good brands. NETGEAR WNR3500L is a good option with bundled USB, also, the LINKSYS E3000 Wireless Router is a good option. Both of these are on Newegg.com where you can get some really good reviews on all their routers.
There are several types of wireless routers like single-band, dual-band Wireless-G and Wireless-N available in the market and some of the best popular brands could be:Apple AirPort Extreme , Westell, Cisco Linksys E3000, Linksys WRT400N, Netgear WNDR3700 RangeMax Dual Band Wireless-N Gigabit Router and D-Link Wireless N Router DIR-615 to name a few. There are a few websites that provide reviews on wireless routers: compnetworking.com and comsumersearch.com. The most popular brand rated is Netgear, followed by Linksys and Apple.