Setting up cable modems and dsl under linux doesn't seem to be that hard. The most trouble I've runn in to when setting up machines for people is that lack of Linux support for the nics provided with some of the modems. I usually advise people to go ahead and invest in a network card that works with Linux rather than fus with some pci-pnp windows-only device. The software end is a snap, whether you're using dhcp or pppoe to connect.
