If you're running on a laptop, you'll need to check to see if you have a slot for a networking card. The network card is an older means of connecting to a router, but is still widely available. They're a little bulkier in size than the more common way of connecting (such as a USB adapter), but they're still a great way of getting connected. They vary heavily in price, from about $20 to up to $90.
If you're working on a desktop, the alternative to a notebook card is a desktop card (sometimes seen as a PCI card). Unfortunately, there's no simple slot for you to insert or remove the card. Since the desktop card is a piece of internal hardware, it will need to be installed into the tower. Essentially, what it looks like when completed is an antenna that sticks out the back of the tower. Some recent computers come with a PCI card already, so check to see if you have an antenna, because there are chances that you may already have one. This is a more expensive route, as desktop cards can cost from $40 up to $150. If you wish to have it installed at a retailer, then that's even more you'll have to spend.
There is of course a far more modern way of connecting to a wireless router, and this is the use of the Wireless USB Adapter. In comparison with the network card, it's smaller, lighter, and more compact. They also cost around the same as a notebook adapter, which is roughly $30 to $90. More importantly, it's easy to install. All you need is a free USB port. Plug it in, and you're connected.