I did this recently and found out Comcast considers some security feature that runs only on their hardware to be part of the bundle they sold us.

So, bringing your own modem gets rid of the rental fee, but requires moving to a different plan without the security feature bundled. This is of course more expensive, almost entirely negating the savings of bringing your own network equipment (I think our net savings is $5/month, which means its going to be a couple years to pay back the modem cost).