Usually, but not always, ADSL is used in homes, and SDSL is used in business environments. SDSL has the very nice advantage of upload speeds matching download speeds, so if you get say a 512K line you will be able to host computers on it and not have the lag from limited bandwidth that residential cable or dsl can present. The disadvantage of sdsl is that you have to be closer to your CO (central office) for service (even though you usually can go beyond spec, it's just that speeds will be lower and some providers won't guarantee speeds).
Probably a good place to start looking is
DSLReports. They have a wealth of information from other users on almost any broadband ISP you can think of. Me and a few other people have signed up for SDSL through Qwest, the install date is 45 days from when we signed up (2 weeks ago), we will be paying 119 a month for 512K with 5 IP's, a cisco sdsl router (forget model #), and a free palm pilot (not sure what model).
The biggest pain about not going through your phone company is usually that the phone company (Verizon and Southern New England Telephone love to do this) usually screws people that purchase services through a reseller when it comes time for line repair and the such. For the ISP I work for we have had customers that have gone for a month before their dsl was repaired because of Verizon.