Well, USB is beneficial for just about 2 reasons.
A.) if you want to share internet access between 2 computers and only have 1 network card in each system
B.) If you dont' have a network card, or are changing the modem between a laptop and desktop.
I never tried using USB on my desktop, because i have an ethernet hub that my 3 computer LAN plugs into, it doesn't make sense to use USB in this case.
I can GUARANTEE that ethernet is faster than USB. I can not, however, claim that you will actually see any difference. USB has a maximum data transfer rate of either 11 or 13 Megabits per second. Can't quite remember. Ethernet has a transfer rate of 100 Megabits per second, which is obviously faster.
I would think a usb cable modem would be easier to use though. Just plug it in and get it running, but you can't hook it to a router for a shared connection like an ethernet cable modem.
Ethernet is ONLY faster when you have somthing like T2...that is when you will see a speed increase from going from USB to ethernet...otherwise no cable service lets us get 9Mbp/s...another example I can think of is if you are plugged into a LAN....you can see a difference between 100Mbp/s and 9Mbp/s but you can't even get into a LAN with USB anyway