If your computer has a second network adapter, it's probably possible to share your internet access using ICS. At least as a temporary measure until you get a router.
As far as routers, any wireless router will do. For the average consumer, all you really need is a decent $20-30 wireless N router (wireless G would work as well, but wireless N is becoming the new standard, so might as well jump on board), with 4x 10/100mbps switched ports (for your wired devices). Nothing fancy.
Trendnet TEW-652BRP Wireless N Home Router - $20 + shipping ($2.68 for me)http://www.tigerdirect.com/applications/searchtools/item-details.asp?EdpNo=4181297&csid=_25
Very inexpensive for a dual stream (2 x 150) wireless N router. Seems to have decent reviews on Amazon and Newegg too.