And to state the obvious in case it isn't that obvious: get this upgrade after you get UPS for your main devices if they aren't a laptop or something already battery-backed up. Power flickering becomes a minor annoyance rather than a potentially system bricking event at worst to a huge annoyance at best.
If your router/modem is in the same area as your PC, you can even plug them all into the same UPS.
I recommend going as big as your budget allows for the PC one, especially if you want to be able to continue gaming for a bit if the power stays off. For a UPS that's rated for your system's wattage, it'll pretty much give you the time to quickly shut down safely if the power stays off. A beefier one can allow you to continue using it for some time before needing to do an emergency shut down, which means you don't need to worry if the power goes out unless it doesn't come back in a few minutes.