I am interested in a 802.11 connection to a mirco and have been comparing several different embedded wireless device servers.
iWiFi Socket Module from Connect One. Mouser - $105US
Lantronix MatchPort and WiPort. Mouser - $76US and $119US respectively.
http://www.lantronix.com/device-networking/embedded-device-servers/matchport.html
From what I can see the Connect One has the most features, but the MatchPort might do.
You have to check this out (EddieB has created the MatchBoard)
http://www.lynxmotion.net/viewtopic.php?t=2339&view=previous&sid=6fe095214a365a22dece638c39b69b96
He is building this, but I don't think it is complete or tested yet:
http://www.lynxmotion.net/viewtopic.php?t=1823&postdays=0&postorder=asc&highlight=matchboard&start=0
Arduino needs a MatchBoard. 