Some modems and routers have USB and ethernet so you can use either or. There will be no speed difference between either; even at USB 1.1 speeds you should never get capped as most WAN ports are only 10Mbps(and USB1.1 is 12MBps...)
Honestly, I never even consider using USB. So many computers have ethernet built into them, why install yet another driver for something that can typically be unstable. I don't know, call me old fashion but USB replacement devices(capture cards, networking cards, sound cards, etc) have never seemed to worked all that well