I always recommend separate units. Renting a gateway (modem/router combo) from Cox gives you a dumbed down unit designed for Cox's support, not user flexibility. That being said, here is a list of Cox approved modems and gateways. I would go with the AARIS SB6183 16x4 channel modem. To future proof a little, there's the SB6190 32x8 channel modem but there's a know latency issue with the current Cox firmware, some users are waiting on a FW update to fix it. Try searching this forum and DSLReports for more info.
As far as routers, ASUS wireless ac units are very good as are the Netgear Nighthawk series. I am running a Netgear Nighthawk R6700 (same as the R7000 packaged for Costco) and it's great, best wireless range of any router I've owned. You won't go wrong with either brand.
Don't know your budget but the SB6183 + R7000 will run about $280, a 28 month payback at $10/mo and give you much more flexibility and performance.
