Maybe cable is different but I know for DSL it really matters on the end equipment.
for example, speedstreem modems work with Lucent/stinger shelfs, mainstreetXpress work with newbridge, etc.
I would just buy/rent from the ISP. Also if you're planning to buy one with hopes of not needing to buy the service it won't work. 😉 I say this because I've actually had some calls with people wanting to bring their modem from the office at home in hopes they could get "business dsl" at home because they're using the "business dsl modem" from the office. 😛 Funny people.