There are a few dedicated providers that are cheap, but I think you're best going with a "mainstream" one rather than purely the cheapest you can find - generally it costs them to provide good quality servers/networks. An expensive host that happens to have a good deal on would probably be the best comprimise.
but as for support - with a dedicated server its really up to you to run it as its your server not theirs, but most providers will normally set them up with a default config that shouldn't need much changing, and its not hard to find out how to do the common things on google (or failing that, here :D)
But if all you need is more bandwidth, you might find it easier just to find a web host that gives more bandwidth rather than a dedicate server - it depends exactly how much bandwidth you need.
[EDIT]I'm not overly sure about the advertising rules, so I removed the mention of the provider just in case[/EDIT]