If your buying in the UK then this URL be of interest to you:-
http://www.insight.com/uk/apps/productpresentation/index.php?product_id=EIC3A02KMR
Thats the best value internal i could find with good driver support.
I would really recommend you go with an internal as the externals can be a bit of a hassle to get working if your serial port settings arent setup correctly for the external type and would be one less thing to worry about configuring.
That one i listed above you could just pop in and WinXP/2K has drivers for it natively

When you setup the drivers it will prompt for Multisubscriber line no's - i just leave these blank and select the ISDN type (country specific) and then your good to go.
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Also, what is the difference between U and S/T interface? Is there anything else i should know before choosing a modem? >>
ISDN modem is really a Terminal Adaptor and not a modem as there is no conversion from digital to analogue like with a 56k modem. This is why sometimes you will see them listed as ISDN Terminal Adaptors.
If you go internal then you only need be concerned with "Terminal" interface type which will be RJ45 - same as ethernet, though you cannot use it over ethernet, just plugs straight into ISDN RJ45 port on telephone socket wall plate/box.
You can use a standard ethernet patch cable to connect the modem to the wall plate as i have in the past used up to 15m when my PC was upstairs and the ISDN wallplate was downstairs which was handy

If you keep it simple you should not have any troubles.
As for anything else to know - nothing really as the Eicon is compatible with all international versions of ISDN and can also do 56k analogue by emulation, can do ISDN Fax and normal Fax plus call bumping.
Highly recommended.