Not much to go on but OK
Routers: some come with the ability to connect to a DSL line/similar but others will not, do not worry though as you can usually wire your ISP box to the network port of the router.
If you do end up wiring your new router to the adapter box then be careful one or the other has DCHP disabled or you will likely run into headaches (one tries to allocate at the same time as the other and it all ends up crashing), unfortunately my experience is the junk most ISPs push on you (UK and stateside) says it will likely be your shiny new router that has to do it as trying to config a converter box is a head against wall, desk and chances of shotgun rampage type situation.
If it does come with a DSL adapter/similar then two situations may arise:
1) your ISP detects your location their end and allows everything, good news as you do not have to do anything.
2) you need to input a username and password, you should have got this with the first bill/signup sheet but some providers hardcode it into the box and do not tell you or will bury it somewhere (a phone call will likely be needed in that case).
Things to consider;
the DS and DSlite are equally fussy over what they connect to, the wii is OK though. Do some research beforehand and make sure any model you get is good.
Wireless n is still not a finalised spec and I counsel against getting a device with it. Wireless g is more than fast enough for most consumer grade internet connections (if your internet is more than 50 odd Mbit then please share where you got it from with the rest of us) and streaming video should not be a problem either (you can just about do it on wireless b which about a fifth of the speed). You said you use a wired connection anyhow but keep that in mind.
USB ports: some can share linux type file systems on them but by and large they are no good for anything.
VOIP socket: some routers have VOIP adapters inbuilt, personally I would just buy a phone that can do it, use a PC or buy adapter kit as I rarely see anything special on that front. A note, your ISP may offer just such a service and they sometimes do not take kindly to competing VOIP packages (the other reason I do not like router based VOIP, granted it does not apply here so much), right now they should not do much but know things can happen.
Custom firmware, many hacked/custom firmwares for various routers exist. Serious changes/shifts happened in the last few months regarding such matters and I am way behind on reading about such things.
Here are the main two although there are many offshoots with various features:
openwrt:
http://openwrt.org/
ddwrt:
http://www.dd-wrt.com/dd-wrtv3/dd-wrt/about.html
They allow interesting things to be done, have a look around their sites and see if it applies to you.
