The Mac address ACL is very simple to setup. A Mac address is a 'unique' identifier for every network card; on Windows, typing
ipconfig /all will tell you what it is (Windows calls it the 'physical address') and it will be something like
00:0d:93:ff:fe:ce. The router will allow you to set a list of allowed Mac addresses - connection requests from anything else will be refused. When you get new hardware, just add it to the list.
It's not foolproof, because there are ways of finding out the Mac address of other wireless devices and some network cards will allow you to override their preset Mac address (i.e. they can 'lie' and claim that they're you, so the router allows them in). The chances of anyone being able to actually do it are pretty low, however, and even if they could they're not going to bother with you when there's the open connection just down the street. The pragmatic approach is just to be harder to crack than your neighbours...
edit: and I actually think wireless is quite good at sticking to standards - there's a lot of different kit out there, and most of it interoperates. Having spent a day trying to get a Solaris box talking SSL to an AIX box, I reckon that Sun can't implement a specification it wrote itself, while IBM implemented it in two different ways in two of its own products...