Personally, I'd get just a modem. When you get one with router features, it often creates more problems. With a plain modem, the SME's external NIC will get your public IP, and everything on the SME will just work the way it's supposed to. With another router in the mix, you have to forward ports for every service you want to use. Some routers don't like to forward PPTP traffic, so it may even prevent VPN connections. With a modem, the SME does all the routing, just as if it were a cable modem.
I can't give you any advice, except that USB won't work without some tinkering. Any ethernet modem should do, though I'm sure some are better than others.