A router is an excellent idea, but it won't improve performance. What it will do is provide a hardware firewall that modems do not offer. Some modems do include a switch and can act as a router, but the level of security provided is pretty variable. Also, your modem may need to be re-configured to work with a router, so be sure your broadband provider will offer support for configuring on a network (some do not).
Eliminating the USB connect may well improve performance to some extent, does your modem also have a CAT-5/6 connect? If not, you'll need a modem that does. Obviously, you also need a NIC in your PC.