amp625:
IAnd whats the problem with connecting a wireless router to my home network then just going from ethernet shield to router which wirelessly goes to my home router.
Hi
There's no problem, just the wireless modules mentioned typically operate on just two Arduino pins, and using Software Serial you can choose to use whichever pins you have available so there's greater flexibility. I'm not sure you'll be getting out of it cheaper either, granted the eBay modules mentioned can be down to a couple of dollars each postage paid.
Bottom line is there's nothing wrong with either option, they're just options.
Cheers ! Geoff