Typically you'd be looking for cable rated for outdoors or underground use for a buried conduit run if only because it isn't uncommon for such conduits to still permit moisture / water / dirt into the conduit as they leak at the seals / ends, or as they're penetrated by roots / cracks, et. al.
If you're fairly certain that your conduit will remain sealed and dry (even with respect to dew / condensate) then of course you can use a lower grade cable for the run.
Usually the phone company will run a phone line to "the demarcation point" or the "terminal box" associated with the serviced structure on the property. Typically that is in a basement, outside the wall, or in such kind of location. This would be sort of ideal for you since they'd provide the cable and test / verify / maintain that the DSL and phone service worked all the way up to the exact demarcation point in the terminal box. Thus you'd get to not worry about the wire, and would be able to have them fix any wiring issue behind that point. The bad thing about moving the demarcation point out 500' into your property is just that the DSL line gets 500' longer which does slightly degrade the signal due to the added length, and in unusual circumstances could even prevent you getting DSL if you're just that tiny bit "over the distance limit" due to that added 1/10th mile (unlikely).
Sometimes the telephone company will refuse to run phone lines across your property out to your structure or will want to charge a possibly unreasonable fee to do it.
So to minimize distance you could run a DSL modem out to the edge of the property where the demarcation point may be forced or desired to be, assuming you have the necessary power, sealed enclosure, cable access, et. al. these. Then you could run ethernet back to your structure to get the internet access. Unfortunately 100 Mbit or 1000 Mbit ethernet commonly only extends 100 meters over unshielded twisted pair Cat 5 / Cat 6 cable, so you'd need a powered hub or switch near the middle of the link. Also that wouldn't solve the problem of getting the plain phone line for voice usage to your structure in parallel with the ethernet so what you'd do is use the spare pairs on the ethernet cable to carry the voice phone line signals after you've removed the DSL signal from the line by passing it through the DSL modem.
You'd need to run 100-Base-T and Cat-5 or Cat-6 cable to have a spare pair for the phone line alongside the ethernet inside one cable.
Of course if you can get fiber internet delivered and you like the service, go for it.
If you do remote the DSL modem and any networking equipment, provide a convenient relay / circuit breaker to the power for those devices so you can easily / frequently cut the power to them from inside the house. It isn't terribly uncommon that such devices will "crash" and need to be power-cycled every few hours / days / weeks to repair the problem.
I don't see much of a need to use wireless assuming that you're willing to make and maintain a trench and conduit for a phone line and possibly network cable. If you really wanted to avoid that you could just put the network hardware at the property edge and run an 802.11g or 802.11n wireless link with directional antennae at both ends (and possibly higher than usual power transmitters) to make the link. Of course you'd probably want to get your phone service over VOIP if you did that since you wouldn't be running a cable to the structure.
For cable based internet of course the same applies, see if they'll run the cable to your house, otherwise, get some underground conduit rated 75 ohm low loss cable and run it out to the edge.