You can connect a little pocket router Tp-Link WR703n etc, to the Ethenet shield and voila, you're in WiFi business.
You could save Ethenet shield, all you need is one usb cable connect between openwrt router and Arduino.
Tp-Link market WR703n as portable, hot plugable wireless router. (hot plugable here means once you plug in China telecom 3G usb stick, it
turn to wifi hotspot). but Tp-Link market it only at China.
1. dirty cheap (~20 USD)
2. good web admin interface.
3. allow setup 3G, even 4G (LTE/Wimax) shield for Arduino.
1. no FCC id ( not use at US?)
2. only has 4 MB flash, 32 MB RAM
3. only has one USB port.
4. preload Tp-Link router OS is in Chinese, you need buy preflashed openwrt version ( Ebay). http://arduino.cc/forum/index.php?topic=148392.0
p.s. if you have one of last 2 version iphone (4s or 5). The bluetooth V4.0 is way to go especially if Arduino powered by battery.
4G (LTE/Wimax)'s support is in working....