It depends on what type of vpn you want to run. The router (ie the dsl router) will need special support to pass IPSEC or pptp though. SSLVPN is just a port forward so that tends to work easier. If you need IPSEC or PPTP you are better off seeing if you can bridge the DSL router and get it to act as a modem and then run PPPoE on the DD-WRT device as well as the vpn tunnel.
With dd-wrt you can get pretty much anything you want to work with DHCP but I suspect if you cascade the routers you are going to want to use a lan address behind the dd-wrt. Maybe you could use the dsl router as the dhcp but then you would be obtaining the ip via the wan port. Then again the concept of wan/lan does not apply as much on dd-wrt since you can route and not nat addresses if your choose.