There were some 'issues' early on when 0SX came out but as far as i know all the big ones are now compatable. A quick check on the relevant company website should clear up any doubt though. I'm on ntl and OSX and no problems at all.
The easy answer is yes, they all work but they don't all provide support for macs. One thing is for sure DO NOT get a USB modem. For a mac the only modem is an ethernet router. Have a look at the mac forum at www.adslguide.org.
Any questions you have will be answered there.