Unless one is financially challenged, I would never recommend buying an internal modem if an external was available.
I like being able to move them and they are much easier to install . . . and you can see what the heck is happening once you learn to read the LEDs. Also, you can turn the damned thing off when you aren't using it . . . and that makes it them easy to clear without rebooting your machine.
Also, most of the good ones have real volume controls and speakers.
Recently in this area, I have had excellent results with Zoom externals for clients . . . about as good as my Couriers.