I have bought a Netgear Wireless G router.
Set-up: The router and the Wii are both in the same room.
Connection: I have yet to have a problem with it by far.
The router: Netgear wireless G router is really simple to set up. It has a set-up wizard so even if your not Technology challenged you can do it!
Price: I paid $50(including tax) at Bestbuy.
(It would be cheeper at Radioshack which is $39.99(on sale)-$45 but it was sold out.)