sure, will work....any router (modem too) you can connect to your network card by RJ45 (ethernet cable) will work perfectly fine for your Linux box (AND for any windows one too). I use a Netgear DG834GB router/modem/firewall (all in one) for example and I can really recommend it.
but like I said above, ANY device that is connected to the network card (and not to USB) will work fine...all it takes to establish the connection are 2 commands to configure:
ifconfig and
route...
network devices which use USB are imo complete nonsense.
