Hi Tim, thank you very much for your prompt response.
Answer to your question, no, i don't have an SD card on the shield.
Will anything change if I would?
Only a minor change in the setup() function. I disable the network device SPI before calling SD.begin(4). I always start the SD first because, in many of my sketches, the setup data for the network is on the SD.
edit: You should be able to modify my ethernet shield example easily. Change the Ethernet.begin() to your wifi startup function call, and it should work fine.
Do not be afraid to torture it while testing. Do the stuff you would expect to happen in the real world, like the access point failing and rebooting while the wifi shield is connected. You will probably need to run the wifi connection routine in that case.