I have a Multitech MultiModem USB, and it's by far the best modem I've ever owned. OK, so I've only owned a few, and I admit the others were pretty bad, but the plug 'n' play USB is great, and it doesn't even need a power cord like other external modems. I've never had a problem with it, and I've always gotten decent connect rates, even at my house where I used to get bad ones with another modem. Maybe they upgraded the lines, maybe it's because I got a better modem.
To be honest, you'll be good with just about anything you get. There isn't a HUGE range in quality with modems made in the last few years.