Sorry, no, i did not mean to suggest that using WiFi is to per se harder that much than " just" Ethernet, even though to do have to deal with a few more parameters to configure.
I my case I intended to use existing libraries ArdOSC, DHCP/Bonjour that relied on lower level functions in the Ethernet library that directly talk to the Wiznet W5100 chip on the Ethernet shield. Replacing that with a WiFi shield tha tobviously uses differnt ethernet hardware would have caused much more problems than it would have solved!
It really depends on what exactly you want to do. For a mobile application you may be interested in the WiFi shields available at http://www.diysandbox.com. More up- to- date hardware than for example the cutedigi copperhead shield and possibly better support. They seem to be still developing new hardware. Some of their offerings seem to be temporarily out of stock, however.