I think this is a great option for a wifi connected project. A TP-Link TL-WR702N wireless router mounted on an Arduino shield. The WR702N can operate as an AP, Repeater, Bridge, or Client with your project connected via an Ethernet cable. The cost of this router is 20 bucks. This is an "N" router, so it doesn't drag down the connection rate for your wireless "N" network like the "G" wifi shields. Use the standard Arduino R3 Ethernet shield and library, no buggy wifi shield library. Did I mention this router is 20 bucks!
There are some construction tips attached.