I tried the ADSL speed test with my laptop wired to the router, and then via wireless. This is using nominal 8 meg ADSL (the UK telephone "standard"). The wireless is using 64-bit WEP.
On download, I got about 7 Mb/s wired, and about 5 using 802.11g. The up channel seemed to be the same with either. The results have been consistent whenever I've tried it.
I suspect the difference would be more dramatic if I had 100Mb/s broadband - I should be so lucky!