I wouldn't get a USB device - get a PCMCIA card - no messing around with the hardware - it just slots in. That way you can have your laptop on your lap without anything extra dangling from it. (A PCI card in contrast would be for a desktop system - and you would have to open the box to install one).
You can get a 802.11 b card for as little as £20. I just bought a Belkin one from PC World yesterday in fact.
802.11 b is the connection type that is the current standard - it works at 11 Mbps (mega bits per second).
802.11 g is the new standard and is significantly faster - 54 mbps(and 802.11 g cards are generally backwards compatible with 802.11 b).
For accessing the web 11 Mbps is more than enough because who has a connection to the internet that is anywhere near as fast as that? Faster speeds are only really useful at the moment for transfering files between computers in local network - e.g. large video or music files.
Now once your wireless ready - you are going to need a wireless network to connect to. Did you want to set up a wireless network at home? Or did you just want to use wireless networks in airports, hotels, cafes etc?