I had some disconnect problems when connecting to XBox Live through through my Linksys wireless router (BEFSW11S4). It would be fine for awhile but eventually I would just get booted. (e.g., in a game of Madden, I usually didn't make it to the second half).
For those of you with similar issues, see the resolution here.
It turns out it was related to new firmware. The weird thing is that it worked initially and only started acting up a few weeks later. To fix the problem, I downgraded the firmware to 1.42.7. Linksys only includes the latest version on the website, but the older versions are available on their FTP site. (Here's a link).
If you are having trouble connecting in the first place (or not using this router)...
The issue I described above is specific to this router and firmware version. If you are not using this router, or you're having trouble connecting to a game at all, you should consider setting your Xbox console as the DMZ host. That will also fix problems where you can't get into other games (e.g., if you get "Could not connect to all players" in Call of Duty 3).
If it still doesn't work, then the problem is either the connection or the modem, not the router. If that's the case, you should call your cable provider and ask them to look into it.