Firewall protection from DSL Provider?

I am using a Speedstream Siemens modem for my DSL and it comes with its own Firewall, supposedly it is a pretty good one but was wondering what some of your opinions are. Do these providers seem to update their software on a regular basis or would I be better off with a Macafee or ZA or something else. Also, what is the best Anti-Virus to go with, especially if I use the Firewall with the Modem? I have had good luck with Avast in the past, are there others out there that are better?

Thanks.