I personally recommend the Linksys WRT54G router. but there are more recommendations at
http://www.cableforum.co.uk/forum/article.php?a=74
You will also need a Wireless network card. I personally find that d-link make some good ones.
When you have everything up and running, I would recommend you go to
http://www.cableforum.co.uk/forum/article.php?a=12 and find out how to secure it (especially if you live near busy roads or car parks - I left my network unsecured for a while, and when I checked the logs on the routers, found two PCs that were using my network, but were nothing to do with me)
BTW, while I like your thread title (big fan of Peter Kay myself), but I think it needs to be a little more descriptive, so I have changed it.