LePaul I set my parents up with the Linksys Wireless Router/Switch and it works very well. You can DMZ a computer for gaming, which eliminates any and all firewall issues.
One advice: Don't get the PCI card Network Adapter. Get the Wireless Internet Bridge (WET11). The reason is that the antenna on the PCI cards (e.g. WMP11) can be blocked by the PC case, causing lousy connections. With the WET11 you just plug it into your existing wired NIC, and you are free to put the antenna wherever you want for best reception.
Also with the WET11 you can set up a whole wired network in your room, connect the WET11 to a switch on that network, and the whole wired network will become part of the wireless network which is connected to your router. Which is great if you have multiple PC's or a network printer, etc.