If you do not have a router, you are only going to be able to use one device at a time on your modem, through the Ethernet connection. A router will give you four ethernet ports, then you can add a switch, or multiple switches, depending on how much gear you wish to add. Some routers can handle only 32 devices, some 64, others 128, then you have some that can handle 254. It just depends on what the manufacturer spec'd it out to be.
I use a Netgear GS series switch on my network, for connecting all gear into my router. Then there is the whole how robust of a network setup do you want, and what do you wish for it to do.