Hehe, can't resist adding my two ZyXEL VMG8924-B10A to the comments.
I have dual WAN and use them as modems on both lines, they talk to a pfSense router - I have a relatively poor (long) lines and they work great - I have tried most of the other chipsets (e.g. Trend, Lantiq) and for my lines there is nothing that can touch Broadcom for stability.
Personally, I like separate modem and router as it allows me flexibility with wireless upgrades, modems and router hardware but one of the the good things about the ZyXEL VMG8924-B10A imho is that it is a relatively decent router so if you did get one there is no harm trying it.
I have a pfSense router and I doubt I will go back to a 'normal' router with a proprietary firmware but you need to be quite geeky / interested in that kind of stuff to make it work well i.e. its not plug and play.
Cheers
J