I live in switzerland and I have been using DSL and tv cable modems since 2001 and I never had packet loss (unless there was something broken on the providers end and subsequently fixed by them - this was something that lasted for maybe a day or two)
Yes, there's pretty much no packet loss in normal conditions if you measure using ping.
But in real world scenarios there are lots of reasons for packet loss, congestion being the most important. Have your little brother turn on a bit torrent client on a DSL line when you're playing counter strike and you will experience packet loss for sure.
