Unlike cable, with its industry-standard specs (DOCSIS), you can't just go out and buy a DSL modem at Best Buy. Things to consider:
1) What kind of DSL: ADSL, RADSL, SDSL, IDSL, VDSL...?
2) Is the modem you want to get compatible with the DSL company's DSLAM?
3) Will your ISP support modems that they don't provide?