Gateway Routers anyone have one

I just started thinking about this today ...

my router is probably 4 yrs old [Motorola Surfboard 5100]
then about a year later, i purchased a D-Link wireless router and 2 gaming bridges [2 kids with Xbox360]

I'm betting pretty soon, due to advances in technology, I'll need to upgrade.

so i started wondering if there was a Router with built in Modem -- and low and behold, there are quite a few.

Currently, aside from spending the cash when i dont need to,
what would a CON be?

PROS would be, possibly faster {802.11g}
having 1 component instead of 2

any other comments?

Thanks,

Terese