Cable modems all work out of the box with linux. If you have a network card that will configure, all you do is plug in the ethernet cable and restart /etc/networking, or network. From then on it will connect on boot. I don't know if you have Road Runner where you are. Road Runner is really worth the money. If your budget is a little strained, DSL is another option. I'm no wealthy, but cable internet is one of the things I treat myself to. I get download speeds of 600 kiloBYTES / s if the server will give it to me. I can usually max out three servers at a time. Some servers will give me the full 600K/s. The linux mirror "mirrors.kernel.org" is very fast. With cable internet you always get connected during an install because nothing has to be configured for internet itself. it is exactly as if you were on a lan. As long as the network card is configured, and a daemon is running to get an IP, you've got internet.
I have nothing against DSL, but it isn't as easy. I'm not sure if DSL modems are lan compatible now. That is to say, they are seen by the operating system just like a lan connection. You will never be sorry you got cable, until you get the bill. Then you'll cry for a little while, but for most of the month you'll be in heaven.
If you are in an area with Cox cable internet, you might want to just go ahead with DSL. The website:
can find everyone who can supply you with DSL. TDS Metrocom is the best. You have to live within 10,000 feet of the telephone switch to have DSL work. I recommend being within 7.500 feet. Dslreports can tell you how far away the telephone switches are from you.