All of them (at least the 3 or 4 that I have played with) let you set the configuration over the network OR the serial port.

The part that you have to consider is whether or not your PIC will control such things as ip address, subnet mask, gateway, protocols, etc.

If the PIC does not have to control these things, then most any one of them will work. If the PIC DOES have to control these items, then you should pick your device carefully. Some are much easier to configure over serial than others.