status.cox.net first. There may be an outage in your area, thus no need to seek help here.
2) If you do post, please give details. While one might consider "my connection sux" or "this Cox stuff don't work" as a keen, fact filled observation, it does little to explain the problem in enough detail to help. Think about giving the OS, modem type, or whatever info you can that may be helpful in diagnosing the issue and determining the solution. That said, make sure you also read www.dslreports.com/faq/4313 in this FAQ. It explains a bit about latency and packet loss and when you should really be concerned.
3) For connection, packet loss or latency issues post a ping plot (download free from pingplotter.com or an equivalent. A picture is indeed worth a thousand words and can speed up the process of getting you going again. Also try visualroute.visualware.com
4) Check previous threads. There may already be one going on your particular issue.
5) Try to find a fix on the Cox knowledge base at www.expressresponse.com/cox_isp or poke around support.cox.net. You'd be surprised at the number of people who've encountered your exact trouble and we've got the resulting fix posted in one of these locations.
6) Check out the tweaks forum here on this site. Loads of good tools to help you optimize your connection as well as FAQs on how and what to tweak.
7) Have a home network? Cox is in the process of launching a fully supported home network product. Additionally, for the do-it-yourselfers, while Cox doesn't officially support your home grown networks, there's lots of knowledgeable help here in this forum and in the Networking forum.