The best place to buy a router is (click here) or (click here). The recommended products to use are Netgear or SMC.
If you go to (click here) US site it explains all about home networking and routers etc (just click on "How to" button on left hand side of the screen, then "Home Networks" again on left of screen). It gives a good guide to networking and it's components.
Otherwise (click here) is good for information about Home Networking products.
You having a USB ADSL modem, I'm not sure about. Most routers seem to have a UTP port on them. However I can find out and let you know ASAP.
Patch cables are available anywhere at budget prices and at varying lengths, just search yahooUK or (Google.co.uk) or redstore and dabs.
Forget the cross over cable business, the router (if you buy the right one of course) usually comes with a 4 port switch built in and will do the crossing over for you.
I hope this will get you started.