Yeah, I picked one up off ebay. Love it - a bit pricey over the other options, but I like the integration with the hole mac suite.
You can share your DSL with peecees - I do it at the moment. DSL router into the airport. The hanging off that I've got an xbox, windows pc, linux box and my ibook.
You can either do the whole windows ICS thing, or the router like I've done. 🙂
The airport has both a wan and lan port on it, so you have lots of options.