castorsmith,
Although a wired ethernet connection is faster, a wireless connection is plenty fast enough for an internet connection. Let's look at it this way. The average high-speed internet connection is somewhere between 1mbps and 3 mbps (megabits per second), but even the slowest wireless interface is 11mbps, so there's plenty of headroom there. Wireless-G is even faster allowing you to connect up to 54mbps, which is about half the speed of standard ethernet.
The biggest advantage of going ethernet instead of wireless is security like paparazi said. Even though you can encrypt wireless using WEP, there are a lot of loopholes that have been exposed with the wireless 802.11 protocol. Some have found how to crack it without touching the WEP layer of the protocol. Trust me, it's pretty vulnerable. However, there are still very few people out there that really understand how to. So as long as you're using WEP, I wouldn't worry about it too much.
If sharing files or streaming video across the network to other PC's is an important thing to you (something you will do quite often), then ethernet would definitely have the advantage. But if that's not a concern, then go wireless, especially if you have a laptop.
~cdogg
"Insanity: doing the same thing over and over again and expecting different results." - Albert Einstein
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