Do you get a faster internet connection with a Cat-5 cable or USB?
You do get a slightly faster connection with Ethernet over USB. This can range from 1% to 5%. The main advantage is not necessarily speed but stability. Ethernet is a much more stable connection. I highly recommend connecting via Ethernet. If your computer does not have an ethernet connection, you can purchase a card for around $20 and install it.
It doesn't matter when dealing with a residential broadband connection. USB is around 11mbps and your internet is anywhere up to 3mbps. Its all a matter of what hardware you have to utilize.
I prefer cat-5.