Usually the gateway (modem + router) models have lower memory than a router, witch could lead you for worse performance and hang on's when downloading many files (torrents for example). I'm not expert, but every forum that i read about it, except for some more expensives gateways, they recommend to use a modem (bridge mode) + router.

I had a Linksys WAG200G and had many problems with freezing with large downloads and bandwidth usage. I bought a 1043ND and set the WAG200G to bridge mode and no more freezing problems :P