I use both depending on where I am and this is my experience.
Similar to what mxsix said, if you can, use a wired connection. As a rule, wired is better.
Wireless can be just as good for gaming, and I've done countless hours of it over wireless, as there are no ethernet jacks in my room. The only problem is interference which sometimes can occur out of nowhere and random lag spikes. Both of which are unpredictable and both of which and really slow down your internet and lag things up.
I guess the bottom line is that both can work perfectly for your needs; wireless can be interfered with from time to time, but wired is consistently reliable.