If a lan cable connection is available to you, I woldn't even bother!
Otherwise, typically hrdware offering the same capabilities either over usb or PCI should give you the same result.
ie. A wireless N 300Mbps dual band usb adapter should work as well as a PCI adapter with the same features.
What you should look for when selecting an adapter is features that will also be available on your wirelss router. So getting a wireless N 300Mbps adapter when your router only supports 54Mbps (wireless G) is pointless, since it will never use the full 300Mbps. Unless you also plan on upgrading the router...
So before wasting a load of cash first check the router capabilities and shop accordingly.
Generally the most important factors are range and speed, both of these are important for a decent connection.