I agree with LastChip, the best way is Ethernet. With this, you will unlikely get problem. You can use it even you use linux etc, you also do not need to install anything on your pc. So if you want to switch to another pc, just unplug and plus. Same cannot be said for usb version because you need to install software on your PC and it is not easy to get it work with linux.
One another thing, USB devices use computer's cpu do some processing even it is samll, it still a waste.
By the way, a modem with 4 ports router only cost £39.94 at ebuyer click here. A lot of people use it and find it very good, see comments on ebuyer.