I agree with USR external modems as a good choice.
I still have an old USR Sportster 28800 that still works great with both my Amiga and PC. I believe I bought it in 1992.
The nice thing about externals is that they are hardware independant. They do not depend on Windows resources for emulation of missing hardware (like internal Winmodems which are usually cheaper).
It is getting harder to find internal PCI modems that are not Winmodems these days. I may be wrong, but my understanding is that WinModems are not compatible with other platforms, (at least I have never managed to get one to work with Linux).
