Mango,
I'm no expert but it's my understanding that in general externals are better. In essence externals are hardware based and much more reliable than internals which are usually software based modems.
I'm afraid I can't offer much more detail than this but I have seen an internal 'hardware based' modem on the market (In Aus

) . For the life of me I can't remember the brand (it wasn't uncommon) but I wish I had one myself, my internal, however cheap, has been a hassle.
Maybe other PPRUNErs can elaborate on what I'm trying to say.
Cheers.