I just recently signed up with Qwest for DSL myself, and I was in the same boat as you. I was coming off cable Internet using a Linksys WRT54G router, but since it has no modem functionality I still needed a DSL modem to go with it.
My original plan was to use the WRT54G as the router and the Actiontec modem Qwest supplied as a modem only, but for some odd reason I couldn't get the two to talk together. I set the Actiontec to transparent bridging, hooked up the Linksys, etc. Bottom line: didn't work and I couldn't figure out why. I'm sharing Internet with my downstairs neighbor, so I couldn't monkey around with things too much. As a standalone modem/router/access point, the Actiontec model is horrible. Any time you make a change to the modem (for example, opening a port for file sharing or something) it requires the modem to reset and you lose Internet for 45 seconds or so--not acceptable for me, particularly in my situation of Net sharing. That, plus the interface is so very horrible.
I found a good replacement for the Actiontec model, the Netgear DG834G. In all actuality, I think it's the only name-brand model (aside from Cisco models) that supports PPPoA that Qwest uses. I bought a refurbished model off eBay for $45 shipped, still cheaper than buying the Actiontec model through Qwest. It has all the same functionality as the Actiontec model, but I couldn't get wireless signal into the room with my computer. The Actiontec one did, so that was very frustrating, and I considered returning it and just payin the rental fee and suffering in silence. Yesterday though, I managed to set up the Netgear model as modem only (it's not a default option you can enable through the web interface, but I Googled it and found out how) and connected it to my my Linksys router that's set to PPPoE, and now I'm able to use the Netgear model as my modem with wireless disabled and my excellent Linksys router that provides perfect wireless signal at full strength in my computer room.
I'd prefer a single model of modem/router/wireless access point, but this provides me with greater flexability having two separate models. In the end, I'm happy with my setup.