You can find what hardware works in Linux at http://www.tldp.org/HOWTO/Hardware-HOWTO/index.html
But don't worry most hardware modems work. When searching for non winmodems look for words like controller-based and hardware modem. One thing to know is that some hardware PCI modems use ttyS4. For Win/DOS users ttyS4 is com5. For some reason it is not standard for Linux distros to include ttyS4. So you might have to type this into a root shell:
cd /dev
./MAKEDEV ttyS4
ln -s ttyS4 modem
chmod 777 modem
chmod 777 ttyS4
This will set up your default modem to run on ttyS4. But hopefully you will not have to do that.