simplicity wins every time. your system already has TCP software while the USB device needs a driver - - run a cable to the modem or use the WiFi feature (if there is one).
using modem--->system connections without a router (modem-->router-->system), you should make sure to use your firewall to protect it. You should also understand that
without a router, you can not have multiple systems share your ISP and can not use print/file sharing between systems (regardless of the USB issue noted above)