Which modem?

I was talking to Cox earlier today about high speed. They said I can go with
their cable modem ($60) or I can get my own ($40 to whatever). Is the one
they provide good/bad/can go either way (I didn't think to ask about
make/model). Any recommendations - go with what they provide or get my own?
I'm not sure what to look for or to what extent it makes a difference.

My understanding is that the coaxial coming in the house goes in one end and
a coaxial (possibly) comes out the other end going to the TV along with an
eithernet cable which goes into the PC ??

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