Wireless Ethernet (802.11a,b, and g sofar) is quite nifty.
A decent router should cost no more than $150, and you can often get good deals.
For normal use, .11b is quite safe enough, even un-encrypted. Geeks, hold on, bear me out.
You should think of the internet as just as secure as if you were shouting everything really loud. Anyone in the right spot can hear everything, Wifi just makes it easier.
That said, basic security is so easy to use that there's no point not doing it.
Basically, your steps are simple:
1) Turn off ESSID broadcasting. THis makes your access point/router stop shouting who and what it is.
2) Enable MAC whitelisting if its available. This allows only authorized computers to connect.
3) Enable WAP. WAP encrypts all wireless traffic and means that you need the secret key to connect.
None of these will stop a determined attacker, but just like a car alarm, the point isn't to make it un-stealable, just to make the neighbors' an easier target.
For lots more information, including some newer standards, read through Ars Technica's
Wireless Security Blackpaper
WRT vendors, I've had great luck with D-Link and Orinoco/Proxim (pricey). Netgear and SMC are also good.
The real reason to chose g over b is speed. Yes g does have WPA which is better than WAP, but anything that needs more than WAP security (like online banking) should be done over an encrypted channel anyway (like the SSL connection to your bank), so I wouldn't worry too much about it.
802.11a is still around and you actually may want to look into it, especially if you're in a wifi-hostile area (places with lots of other APs, microwave ovens, etc) as it operates at a higher frequency and has different signal obstruction issues that may be useful.
Also, bear in mind that anything that works over 2.4Ghz including some phones and all microwaves will interfere BADLY with wifi. There is also a protocol limit to how many APs can overlap in a single area (A rule of thumb is 3 APs can overlap, more gets complicated).
Good luck and happy surfing!