It is very difficult to buy an ethernet adsl modem per se. I can't think of any wifi gear that will talk to a USB adsl modem, and Vista won't talk to USB modems anyway (no drivers available as at a month ago anyway). Last ethernet ones I saw were bundled with an AOL sign up package. You won't find them in any shops. There is a company selling them on EBay though.
So you could buy a wired router and separate wireless access point, which is what I have. My latest access point is a fearsome looking 3 aerial jobby by Sitecom (Get them in Maplin). I can recommend it. I have installed loads of wifi setups, and have now got to the point where I will only buy Belkin, Linksys or Sitecom. Customer 'service' with Netgear has been a nightmare for me.