I have a Linksys WRT54G router with which, to be honest, I'm not that impressed. The setup options are far too complex, and it's very easy to screw the whole thing up - I don't have a degree in networking and neither am I an MCSE, so I don't really want a bit of kit that appears to need both qualifications to understand!
As you might have guessed, my wireless network, attempting to connect a desktop (connected to the internet directly via a Creative ADSL modem on a 1mb connection), a WinXP laptop, a Win98SE laptop and a Pocket PC, is not a resounding success!
I've tried connecting the modem (it is an ethernet type) directly to the WRT54G, but then none of the computers can detect it - even the desktop, which is wired to the Linksys router. Fortunately, my desktop has a Gigabit LAN port, so I can connect the modem to that and the router to the 10/100 port. At least the desktop can connect to the net (which seems extremely slow today!), but the other computers, on the rare occasion I can get any of them to connect to the network, can't see the internet connection - yes, I have activated Internet Connection Sharing.
Oh, for a box that you just plug in and go!