is it good to have or difference between ADSL Modem+WiFi Router and Separate ADSL Modem & Wi-Fi Router?

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http://superuser.com – I have ADSL2 Modem which I got from my service provider, now I want to setup wireless(Wi-Fi) in my home. I went to shop, where I came to know that there are routers which come up with modem also but they are priced lil higher than the only wi-fi routers. Now it is obvious that I should go for only wi-fi one, as I already have modem. My question is, is there any difference between ADSL+router and only router? I think if I use ADSL+router, the speed will increase lilbit, as modem does modulate and demodulate signals, and router also generates wireless signal, that is time to take conversions i (HowTos)