This one:
http://www.ebuyer.com/customer/products/index.html?product_uid=82551

I've been told I may have problems with it because it behaves like a
router without port forwarding options, but can be put into half-bridge
mode.

I'm in the UK and believe we use PPPoA not PPPoE if that's a contributing
factor to any problems I may have.

Will this modem work with m0n0wall and are there any known issues?

Failing that, can anyone recommend a decent modem to use with m0n0wall?