First things first. Make sure you say wireless adapter, not router, they are 2 different things and people will get confused.
If you have a crappy internet, don't get the wireless adapter. I have a pretty good high speed internet, and it is really frustrating when the connection times out on COD4.
Of course, its all up to you. If you don't mind a huge ethernet cable through your house(or short one if your modem is nearby) then go for it. Wireless is more convenient, but if you have a crappy internet, you might be annoyed.
The thing about wireless internet speed is true, depending on how far you are from your router. If you are 10- 20 feet away, the signal is very strong. If you have a lot of walls in the way, or if it is on a different floor, it runs very slow.
SINCE YOU SAID IT IS 20-30 FEET AWAY WITH 2 WALLS IN BEETWEEN, I WOULD GO WITH AN ETHERNET CABLE.
The reason is I have a good wireless (wireless g) router with high speed internet 20-30 feet away with 1 one wall in between and it gets so annoying when the connection times out!!!!