Wireless Networking is still a bit of a lottery, in as much as the Standards laid down are not vigorously adhered to. Therefore, read as much as you can about your proposed network, and as a general rule buy the same protocol from the same manufacturer and you shouldn't get into much difficulty.
Although articals quote 802.11g as being more expensive, it has come down a lot over the past few months, and is probably the fastest wireless connection for home you will get, and so merits consideration. No current home wireless connection can compete for speed with a wired equivalent, but unless your heavily into leading edge gaming, that shouldn't be a problem.
click here for an overview and search the net for any information you require. A search on PCA will also reveal threads that refer to wireless problems and resolutions.