I'm assuming when you say "on board wi fi connection", you mean that you will be using a router connect to the modem (RG or whatever the hell cable/dsl companies are calling it these days). If you are within 10ft of the router, then you may as well be wired. If you are in another room... wireless is generally less hassle since you don't have run wires through walls etc. (Just note that the further you are from the router, the slower your connection will be)
Out of curiosity, do you know what router / wifi connection you are using? Should be wireless "B", "G", or "N".