Jaygray: don't mean to pick up on your post but the ADSL router supplied by Sky has the modem built-in. So there's no option to try the modem separately. Also ADSL speed from Sky can be up to 20Mb depending on distance from the exchange.
Paulmac:
Which Sky router do you have? The white Netgear or the grey Netgear?
While it's 'possible' to replace the router sky supply it does break the T's & C's of the agreement. Like many ISPs in the UK they like to have their equipment in place to ease the tech support load.
You can use various ways to extract the username and password from the Sky routers to then apply to a home bought one. You just need to be aware that Sky don't like it!
If you do have the Sky netgear router rather than the Sagem one they are both pretty good at handling internet traffic so I'd doubt you'd see much broadband speed improvement using a different model. However, I have a 'busy' house as far as wi-fi goes and found that during high demand times, (iPhones, iPods, Macbooks, iMac, laptops) hammering away at the wi-fi the router would get bogged down and wouldn't speed back up until it was power cycled, even once the devices weren't using bandwidth.
I ended up using a tool called netstumbler to find the most uncrowded available wi-fi channel and changed to that on the router. I also got an Airport Express and created a dedicated 5Ghz network in parallel with the G network put out by the netgear.
Taking that load from the wireless side of the router helped immensely and the whole network ran really well.
Another alternative is to leave the Netgear in place as merely a modem and connect a new DSL router by Ethernet and use that to create your wireless network.
But, after all that rambling....... if you're still with me.... I'd trying changing wifi channels first and maybe experiment with changing the orientation and position of the router where possible.
Hope some of that helps.