Choosing a modem is something like choosing a girlfriend.

You want:

• low price
• High speed
• good features
• reliability
• ease of use
• availability

but unfortunately some of the above are mutualy exclusive.
 
And then there is the compatibility issue. With a girlfriend it's just you
and her, but with a modem it's many things that must all have compatibility:

• Your computer
• Your software
• The telephone line to your exchange
• The network connecting to the remote site
• The remote telephone/data line
• The remote modem
• The remote software

Come to think of it, it's surprising that most of us have so few modem
problems compared to problems with girlfriends!

Seriously though, todays modems and software are all good.  I prefer an external modem because one is in better control over it.