As a note, basically, if you have other wires running to where you want it, it won't be too hard.
Since I have a cable modem, and cable in my room, I knew that I'd be able to get ethernet to it. I didn't do it the most elegant way though
I had a long ethernet cable that already had the ends on, so I had to drill a whole in my floor big enough to fit that through instead of a nice circle that the ethernet cord fits snugly through, as you will find many cables that come out of the floor are. Which still isn't ideal as you want them to come out of the wall so it doesn't look bad.
Well, like I said I had cable in my room, so I tied a wire to the cable cord, and went down to the basement and pulled the cord until I had pulled it enough to get to get the end that was in my room down to the basement. Then I duct taped the ethernet on to the f cable and pulled both back up with the wire that I had connected to them.
It actually worked great...except I never put the ethernet cord above ceiling in my basement, so it looks silly if you go down there.
US Robtics makes a very good wireless router I believe, tigerdirect.com used to have it for really cheap. I have a D-Link 614+ and it works very well. I got it for like $40 because I got a rebate on a refurbished one...it was a pretty nice deal.