i use them both. wireless is not as fast as wired, but it still will more than handle anything you want to do with it. if you have a desktop i would just say go with wired lan. running wires is rather easy if a little time consuming (a single cable can be run and dropped within an hour). if you run the wires i would recommend you using quick conect ports with jacks. you can pick this up even in home depot. a simple wire crimper runs about 18 dollars that should do for cat5 and they have strippers for cat5 to take the outer shell off, these are a few bucks. the most common wiring scheme is "B" and you can find it on the internet if you want to do your patch cables as well.
you could do a mix by getting a wireless router (these have both the wireless capability and a few ports for patch cables). the last thing about wireless to consider is range, it is pretty decent with G.