When you say Airport Express, do you specifically want one on the network to use streaming iTunes, or for print-server duty? Since you need multiple wired ports, I would recommend something other than Apple.
If you *don't* need Airport Express stuff (streaming iTunes, print server) -- I would recommend looking at the Linksys WRT-54G or the Netgear WGR614. Both of them have WPA that works with Apple computers, and they have the advantage of having both wired and wireless ports. Also they're very inexpensive. I guess if you do need Aiport Express, you can save a small amount by buying a wired only router, but based on the low costs of these, you'd probably be better off buying one, and having the Airport Express join the wireless network.
And yes, the cable modem will plug into the router's WAN port (make sure you have a cable modem that has ethernet out!). If you have two wireless routers (i.e. the Netgear or Linksys and the AirEx, the second router can wirelessly join the network set up by the first router, and doesn't need to be plugged into anything except power (and the stereo or printer or why ever you have it).
Also, if you are thinking of getting the Airport Express only for the print server and not for the streaming music or portability, consider using the saved money to buy a printer with an ethernet port that can latch onto the other network.
All that FWIW, I have an Airport Extreme base station at home, and a Netgear at my parents' house.
