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A hub or switch is something you use to connect computers together on a single network. A router is a device that you use to connect different networks together. You are creating a small network at home. Your ISP and the Internet is a different network, thus the router is the correct device for the job. The router protects your network from nasty packets on the internet by blocking them (which is called being a firewall) and, perhaps more important to the rest of us and your ISP, it protects the Internet and the ISPs network from stuff that happens on your network. Of the above routers, the Linksys BEFSR41, the Netgear RT314, and the SMC Barricade all have a 4 port (10/100) switch already attached to the router, allowing you to plug in additional devices to share the DSL connection. With these systems you can get everything needed to create a small LAN in 1 device.
There are people who will tell you that you can share an Internet connection with a hub or a switch, and they are correct -- it will work. But you can open a can of beans with a hammer, too -- it's just not the right tool for the job. Without going into too much detail, people who share internet connections directly with a switch place a bunch of unwanted traffic on their local subnet that everyone else on the subnet has to filter, and often leave themselves exposed to security risks from the outside world.
Also read About DSL for lots more information