Your server has its own port to the Internet. The entire pipe is yours. In the unlikely event you need more, it's a simple matter of switching cables to increase your bandwidth tenfold. Your data is not sharing space with another hundred sites and their webmasters. What's more, the machine is in a secure facility with both battery and generator backup.
Any mishap takes minutes to fix.
The most basic thing you need before getting a dedicated server is an idea of what you want to do with it. Here at Hurricane Electric after we listen to what you plan on doing with your dedicated server, suggest the kind of hardware you are going to need, and how much bandwidth we think you will need. You first question should be what operating system your server will be based on. We feel it is more robust, and easier to set up. Next will be what kind of hardware you get for your server.