I bought 2 and I'm really happy.
Why?
I need this functionality for a mobile robot. So I bought a linksys router hacked it with open wrt and connected my arduino to the router.
To get this to work I had to do a lot of effort. hardware and software. This is not needed with the yun.
There is also the formfactor. Yun is way smaller.
Yun has much more memory, and eprom and a "optional" sd card (in other words your os is not on the sd card)
All this is configured in the typical arduino connect and go way.

I my part of the world linksysWRT54GL is the same price range as a yun

As I need a mega I'm currently working on connecting a mega to a yun (without using the leonardo for now) at a similar price tag than the linksys and smaller.
And from what I have seen from the "bridge" functionality the software looks great to.
As to the price
As the yun is the same price range as the linksysWRT54GL It is a very acceptable price.
I have non arduino boards that are cheaper but functionality/support are not at the same level. (They are so bad I don't even want to support them with my plugin.)
On the other hand Arduino still supports/sells old boards. This is a service other vendors do not do. For me that is a good reason to pay something extra. (which extra ]

?)
So yes I'm a happy hacker

Best regards
Jantje
So from my point of view the price tag is good value.