[Halcyon]

A lot of people do indeed go for the Linksys routers and they are quite popular.

As you mention it is quite simple.
Power off all your equipment.
Then connect up the devices. Turn on modem first. Wait for modem lights to settle, then power up router, wait for it to settle, then power up PC's.
For the first time you connect you will have to use an ethernet cable to link up one PC to the router and configure it. Most routers have an easy to set up login page you acccess through your browser.

Then just search for wireless networks through Windows.

A lot of people here have the Linksys WRT54G