I'm with Zen and have no complaints at all - even the customer service was friendly, although I must point out I only spoke to them when I was waiting for BT to test and connect my line.

Quite a few people I know are with Nildram also; they seem happy with the service. I just went with Zen beacause they waived the connection fee during the month of June.

Setting up the router is pretty easy via the web interface, as someone metioned. I got a router with a built in firewall which you may want to consider - although it is a little extra expense.

Definitely check out adslguide.org.uk though - it's a great site to help you make your decision.