you decide which ISP you are going to use before asking this question.
For example: if you fancy AOL then they give you no option and you have to take what they supply.
On the other hand there are ISPs who will gladly support any modem (USB or PCI).
Another aspect you have to think about and that is what you intend to use your connection for. If its gaming then, again, the ISP can be more important than the modem, while PCI modems are better for gaming than USB. Come to think of it, PCI modems are better than USB for most things!
Just a few thoughts.