There are more compatible PCI cards than USB devices, and generally if they work they will be supported directly.
However, you can generally get the USB ones working (Atmel or Zyxel chipsets are ones I've gotten to work myself), and as you note it will save you some internal space. Not to mention give you some flexibility to move the device around to get a better signal if necessary.
Given the average ISP, you're going to get at most 6mbps down, which means either type of card will support as much bandwidth as you're going to get.
FWIW,
Ewan
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You can see my
blog here. Whether you should is a different question