I personally wouldn't spend the money on a modem unless all other forms of Internet are unavailable in your area... $5-10 would be a good price on a modem.
As far as compatibility, all you have to do is make sure the hardware is compatible... do you have an open PCI slot? if so, get a PCI modem, if your PC is old, perhaps you will need an ISA modem (good luck finding one though... try ebay).
As far as far as good-price brands... I would just get the dirt cheapest one you can find...