Yes, you can use your own modem, but they give you incentives to use theirs. You can also put their combo modem/router into bridge mode and use your own router. But that's a bit more of a reach for the average person, vs. just changing the DNS addresses in a config page (which is already more than 95% of people will do).

> even if they won't give a connection to any other device than their own

AFAIK they are legally required to maintain a list of compatible devices and accept any modem that is on that list.

My cellular ISP doesn't seem to be bound by that, even though every cable ISP I've been with has. :(

If there's some US law I can cite at them like a magic invocation to make their dumb combo device go away in favor of my own cellular modem, though, I'd like to.