Wireless isn't too bad to set up. The biggest problem will most likely be making sure the wireless connection will reach to where ever the computer is.
The official speed rating for 802.11g is 54Mbps. Many companies use different tricks to "double" this speed to 108Mbps or more. Each company's solution usually only works with other products from that company, so I would avoid those products if you don't want to worry about adding more wireless products later.
As virtually all home internet connections are less than 10Mbps, you won't notice a difference while surfing. File transfers will be slower than a wired Ethernet connection, but for home use that probably isn't an issue.
802.11b products are slower (11Mbps) than 802.11g, but the effective range is also shorter. As the price difference isn't that large anymore, you might as well look at a 802.11g wireless network. All devices should be 802.11g compliant too, other wise the entire network will slow down to the slower speed.
goates