Well it's dependent on what service your using and of course ISP, the main point is to work out what is compatible with the ISP you intend to use, otherwise your going to get rid of one problem and replace it with another.
Rather than Asking you who your ISP is or where you are, I decided to skip that by using an IP lookup (since us Moderators can do that on occasion, Hope thats not a problem.)
By the looks of it your currently using Tiscali and are in the UK which cuts down some of the main problems that would occur trying to explain settings elsewhere on the planet.
In the UK British telecom uses PPPoA for it's ASDL communications. a breakdown of PPPoA is "Point-to-Point Protocol over Asynchronous Transfer Mode", it can also be refered to PPPoATM. (Other Countries can use different methods based upon their exchanges.)
This means any DSL-Modem/Router you go for that connects over a BT network will require PPPoA compatibility. (This is not the same when you talk about Cable, since Cable connections are more like connecting to the LAN than a dialup modem.)
With BT networks they use a CHAP authentication process and a setting of "VPI: 0" and "VCI: 38", and an "AAL5 Encapsulation of VcMUX".
VPI stands for "Virtual Path Identifier" and VCI stands for "Virtual Circuit Identifier". Since the current BT network is used by third parties selling their own brands of ASDL, the VCI number could be different if you used Tiscalli since "38" I believe points at BT's networks. (Note: putting a wrong number in doesn't grant you access to someone elses network)
There is of course a bit more to it than just numbering different networks, but I'm not that gifted with either the engineering technical knowledge of this subject or the time and effort hunting the info down. (Feel free to add to the explanation though)
Resources:
Cisco PDF on PPPoA Architecture
(
http://www.cisco.com/warp/public/794/pppoa_arch.html)
Settings for Tascali
http://www.tiscali.co.uk/help/broadband/router_settings.html
Looking at those settings suggests a MENTOR MR4A/UK ASDL Modem/Router is compatible.
This DLink one is also compatible:
http://www.savastore.com/products/product.asp?catalog_name=Savastore&product_id=10275341&pid=1
Netgear DG834 ADSL Modem/Router/Switch/Firewall (also compatible)
http://www.overclockers.co.uk/acatalog/Online_Catalogue_Conventional_115.html
There are some Cheap ASDLModem/Routers but they only have 1x Ethernet port (Thats why they are cheap)