@gh - I was really referring to latency, not bandwidth. Just because the bandwidth of your router is higher than that of your internet connection doesn't mean it won't contribute to the latency of your setup. Wireless signals travel slower than ethernet signals. Try this - take Halo PC and put it on two computers on your network - one on an ethernet connection, and the other on wireless. Then, setup a ds on your network and start playing with the two machines on 640 x 480 with everything turned down and hit f1 and tell me if the ping is equal. It won't be, because, like I said, ethernet signals travel faster than wireless signals. (Rinse and repeat for CS, UT, FEAR, etc....)
I don't have problems with my setup. There's just a difference.
Of course, from what sovieto is telling us, you won't notice the difference [EDIT: in gameplay], so the point is rather moot.
@Nate - I wouldn't imagine heat would have been a problem - I've never seen a heatsink on an ethernet / wireless card chipset. A hub is a good idea (although i imagine you'd have a mess of wires back there) - Nintendo will probably sell that for an extra $24.99, too.
I wonder what kind of chipset they have handling the USB, though - I imagine it would support the bandwidth to be running 4 devices at once, but Nintendo really went for necessary and sufficient here, so who knows... Anywho, you're right about buying it elsewhere, it will definitely be cheaper - probably comparable to an ethernet card (~$15).
Still, if it doesn't make a noticeable difference in gameplay, why pay $30 for a nintendo adaptor when you can get a wireless g router for about the same cost? The advent of N has really driven down the prices on g.
@sovieto - I didn't know they were making a starcraft 2. Nice.