dsl modem compatibility

[alex]

I'm currently using a dial-up modem and would like to change to DSL.
Downloading ubuntu upgrades gets tiresome at 4 kBPs max

I'd prefer to have my own modem instead of renting from a service provider.
The problem I'm having is selecting a suitable DSL/ADSL modem.  The only
ones I've been able to find are those where the manufacturer does NOT
state that it is suitable for linux.  Instead, they brag about ability
to work with Windows or Mac.

Can someone enlighten me about choosing a decent dsl modem, usb or whatever?

alex