Wifi internet connection: wifi shield

Hello to everybody! I'm trying to building an interactive toy based on Arduino and actually I'm looking for a good solution for wifi connection.
The toy is composed by some sensors (force, temperature) and some actuators (motor, leds) and I would like that the toy could be able to connect directly to an Internet database in order to receive data from remote location and sends data from its sensors.
For this purpose I saw the ethernet shield but I would like to avoid cable in order to improve its playability.
The optimal solution could be a completely wireless modality, in which the toy is able to connect directly to the wifi internet of one place.
Does anybody have any kind of experience with internet wifi connection? Can anybody suggest me some possible solution?
Googling around, I found these wifi shield : http://www.robotshop.com/search/search.aspx?locale=en_eu&keywords=wishield
does anybody have tried them? Because they are quite expensive so I would like to be sure before buying one..
Thank you very much.
Laura :slight_smile: