Just to clarify, no you cannot connect the Time Capsule via USB and back up. The USB port on the Time Capsule is only to connect USB HDDs, USB printers, or a combination of both using a USB hub. You cannot connect directly to the Time Capsule via USB.
You can, however, connect via Ethernet. This will be faster than Wi-Fi, but as simsaladimbamba said, you should not be required to recreate your backup upon switching ISPs.