The main thing you need to be careful of with wireless adapters is security. With a wired network, you can see if someone is physically connected to your switch or hub. However, you never know who might be in range of picking up your wireless network. Be sure to secure your wireless network with a strong password, otherwise you might be giving away free Internet to your neighbors. Many companies forbid the use of wireless adapters on their network because of security issues with them, so keep that in mind.
When connecting multiple devices to the router, whether wired or wirelessly, remember that you still have a max level of bandwidth available. More connections at once means more sharing of the same bandwidth, so transfer speed may decrease. For the best possible connection, just remember that wired beats wireless every time.