We have wireless, and it was really easy to set up. A Belkin N Wireless Router, all set up in 5 minutes including security, password protected etc. one of the easiest ones we've ever had. We have 3 desktops, 2 laptops, 1 PS3, PSP and a Wii all running off it and have never lost connection.
We live in an older type house with thick concrete walls with metal reinforcing, and normally don't get a very good signal here, but this works just great.
I would say go for it, best thing we ever did, no more wires lying around the house.