There is some initial setup involved, but it's browser-based and easy. You just need to configure it once using a computer, then let the arduino take over use of the device. For a $20 product, the GUI is surprisingly good. I don't currently have one, but as I understand it the WR703N (a step up from the WR702N I have) can be used without the ethernet shield (and the ethernet libraries), using the UART provided via USB. Ultimately that seems like the most cost-effective option. Of course, the 703 also is supported by openwrt... so you could really just use the arm processor in the 703 to perform many of your tasks. I intend to try all of that out some day
