The best thing to do is always different for different setups. A nice standard thing to do when getting a high speed internet connection in a place with mulitple computers is to buy a router. Nice little home routers have become increasingly inexpensive and will get you up and going fast.
I recommend Linksys routers only because I have had lots of experience with them and they have always been reliable. Other brands like Netgear and D-Link are probably fine but I have little/no exerience with them to recommend them.
Here are a couple that I have found to be good:
Linksys BEFSR41 ~$50
Home router with built in 4 port switch.
Linksys WRT54G ~$70
Home router with built in 4 port switch and 802.11g wireless.