Headroom, thanks for your advice. I think what you said more accurately answers my question. Let me try explaining again just to clarify.
Essentially I want to create multiple devices that can be controlled over a home wifi network. The controls are very simple, just a start/stop command. The problem is that I want the setup for these devices to be as simple as possible so that people that are not tech savvy can still use these devices.
My idea thus far was to get an arduino with a wifi shield as the device. Then create a desktop application that the user would use to program the ssid and wpa key. This application is also what the user will utilize to start/stop the device(s) once set up.
I never thought about making the device an AP, that is a good idea! I wonder if that will change the cost of things. But I still have the question of how would the webpage that the device serves then be used to connect to the home network?