Modem problems will unlikely be "Suse specific", but will generally run across the range of distros...depending more an kernel support than anything else. Any Suse specific problems will more likely be on the configuration side of things.
Anywhooooo...what to avoid:
Winmodems - anything labelled "software based modem" or "designed for use with windows". Most USB modems fall under this category, as will quite a few PCI modems and a lot of pcmcia modems(especially internal laptop modems). Read any documentation for a modem thoroughly and ask questions if you're not sure - before you consider a purchase! One of our board members here even ended up with what can only be described as a "dsl-winmodem"...that was certainly a new one for me.
Just about any external modem should work quite nicely.