I use a really old wireless ethernet bridge by Linksys (WET11). My brother-in-law got either a linksys or dlink wireless gaming adapter on Ebay for a little less than $40 after shipping. If you want to buy retail, keep an eye on Circuit City and Best Buy since they run the wireless gaming adapters on sale some times as well. I think in the $50-$80 range.
Its a linksys B adapter...Im using it with my Netgear G router with WEP security and it works great. The range seems pretty solid...Im using it upstairs without any trouble.
Id recommend it with my limited experience so far. No lag, easy to setup, etc...