Hyperlite, part of the problem is that there are many different protocols that might be used underneath, and they have many different configuration options, meaning lots of things to screw up. The reason ISPs typically just send you a modem is that it's known to support the right protocols and is pre-configured for their service.
If your ADSL provider uses G.DMT and ATM, I have used the Westell B90 and C90 modems with Verizon, and they work well. When I did some research on the subject, people seemed to believe that Westell's proprietary G.DMT chipset really did deliver the best signal performance (=best data performance possible for you given the line you have). These can be found used on EBay for really cheap, and if you Google for "Westell Diagnostic Icon" you'll find the software that can configure these.
Don't buy the newer Westell modems like the 2200 that have a built-in router.