Got cable modem. Want to connect my desktop and my laptop. Options: buy a router, use Windows ICS, or set up a proxy. Which is the best approach for a home user?

Get a Linksys BEFSR41 or a D-Link DI-604. About $80, dead simple to set up, and much more reliable than ICS. Windows ICS requires the host PC to always be on.

ICS works but crashes occasionally and blocks the internet for all PCs when it does. Hardware router is worth every penny.