Typically they tend to use COAX as it's easier to connect all through the one line with splitters. My self I've always gone with lynksys for my routers you can often find their top line units around $100 or so. The set up is quite easy, install the disk and it even gives you a starter home group name and password. To which you can easily access and change to your liking.
Though if you go through your providers service they'll do the whole set up for you, with their own router.