For my particular router the wireless is supposedly a little slower (roughly 3.5mbps out of 4) yet when wired it's fine at 3.8mbps on average, so yes every now and again a wireless access point could slow things down, although not by a noticeable degree.
As for making the Desktop wireless you have 2 options,
1) PCI Wireless card, This fits in the PCI slot of your motherboard (if it has one spare) and usually has a nice chunky aerial to pick up the wireless signal. Fitting this card however requires opening of your case. This actually gives the best performance of the two as it had dedicated resources from your PC.
2)
USB Wireless Stick, these things are great and protable too, they can be moved fom PC to PC and will just require the drivers to be installed to work. They fit in the USB port on your PC and are usually about 2" long. They are the easiest to fit, but on slower PC's they are a hassle at times as they use general resources from the PC.
A not-so-good Wireless PCI card i had was manufactured by Belkin, and it was only 18months old before it refused to work any more.
(I'm currently using a Cable & Wireless USB stick that's available form Argos @ £20)
An excellent router for Cable broadband along with some ADSL connections is the Linksys WRT54G. I suggest you look in the articles section of this site (can be found by a link at the top of this page) and milling around looking for router recomendations.
---------- Post added at 16:57 ---------- Previous post was at 16:56 ----------
Heres the link actually -
http://www.cableforum.co.uk/forum/article.php?a=74