Headroom:
Supplying power to the little router - and this works the same way for a TP- Link TP WR702n or TP- Link TP WR703n. These get their power from a little USB powersupply and you can cu and connect the cord directly to the Arduino. I have both routers and this works flawless. Not sure what the power cnsumption is as my project is not pbattery powered.Also, yes I've come across OpenWRT as well. If this is of interest, however, you cannot do that with the WR702n . It uses different (less powerful) hardwarw than the TP WR703n and does not have a USB port. The USB port on the 703 as it comes out-of-the box is meant to accept a 3G modem USB stick. With OpenWRT you can then repurpose the USB port as described above. A word of caution though. the configuration web interface on the 703 is completely in Chinese!
Then you need to consider the time it will take you to go this route. With an ethernet shield you will be up and runnig in no time. The 702 and 703 can both be configured to connect to WAP/WEP networks (I own both of them). Both offer a web interface for easy configuration.
some 702 also indicate that are in Chinese so be carefull
I bought a 703 based on headroom information, but I think i will try to find a 702 in english also, cause I know i will need two of them so this way i can try both versions.
***This device has Chinese User Interface, however, we will provide an English version of setup. If in need, please feel free to contact us***