Right, the Lucent chipsets work in Linux (I've done it, and it works just fine; better than Windows, even 🙂. And apparently there is support for some PCTel modems in Linux, but I can't say anything about the quality of the driver, having not used it.
The < $50 rule of thumb is great, but sometimes the modem came with a computer, and it's not possible to tell. Then the best way is to look it up in the device manager, and go onto the manufacturer's web site, and see there.