Best option and cheapest is to use a ethernet cable directly from the router to the PC. Since desktop machines are seldom moved it is worth the effort to run the cables. Once a cable is installed you seldom have any issues unlikely wireless where the signal changes from simple thing like a person walking though the room.
Although you could use a internal PCI card for wireless there is no advantage. The simplest is to use a USB stick, pretty much plug and play. If you have reception issues a wireless bridge tends to work a little better but the configuration is a little more complex since you have to configure a external box rather than just PC settings.