If you have a SD card in the shield's slot, insure you disable it before starting the wifi shield. That goes for the ethernet shield also. It can cause fails like that.
Like I said, I use an ethernet shield with a wireless router "backwards". The WAN interface is the wireless, and the localnet is the ethernet ports. The router I use is pricey tho.
or less expensive but not as versatile
edit: These routers allow me to connect to the Arduino usb port using ssh, and provide power to the Arduino using the usb port connectors, among other neat features.