* Carsten Agger:
If you can change your router (ideally to one running only free software, using protocols specified by the ISP), you can protect yourself in the case where you trust your ISP, but not the router it supplies you.
The flip side is that if you can change your router, you may also be able to see which web sites your neighbor accesses. Shared media networks (mobile, broadband cable, and cheaply implemented DSL and metro Ethernet) tend to require regulated and deliberately crippled end devices to prevent that.