I want to know what are the modem brands which supports linux OS, and whether the driver for linux is supplied along with the modem?

You should be able to use any non-winmodem with little to no problems.

look here
 

Look here:
http://www.linux.org/hardware/components.html

or at the hardware compatibility list for whatever Linux distro you are using.

If you want a list of winmodems which are trying to be developed for Linux then goto:

http://www.idir.net/~gromitkc/winmodem.html

The page also lists good modems to buy.