If you want a desktop get a distro which promises desktop like ubuntu 4.10 next release is coming this week.
Debian/APT-GET/DEB : Ubuntu is One CD distro which acts as a desktop. Some server software is given with it for choice of installation. Once when you install it you can Add/Remove Packages. but while installation it is like windows... it chooses default software for you and copies remaining software to the cache on your Harddisk. It is debian based so that you can install software from debian repos. Or Install Debian and convert it to ubuntu.
Redhat/RPM/YUM : My first experience with those was really terrible. YUM tried to update something always, before installing any software. it took about 2 hrs to get yum really started. then further it take 5 mins, while on deb/apt it is faster, I got no explaination on apt vs yum on google. but I didnt like yum
For Winmodem : if it is conexant (Dlink is conexant), you can get 14kbps driver on linuxant.org.
In ubuntu 2.60 kernel, I plugged and played usb gamepad wingman for FlightGear. It works fine. I also plugged and played PCI TV Tuner ;-)
I THINK 2.6 is better for plug and play.