Though of course wireless ethernet adapters (the things often advertised as good for wireless enabling games consoles) are more affordable now, so you don't tend to have to go to the trouble of hacking an access point to work as a client now.

For example the Netgear WGE111 now costs about £50 in the UK, roughly comparable in price to Netgear's access points (whereas they used to tend to cost twice as much as the access points, hence the reason people ended up using access points a clients).

Given the pain that can be involved in getting an access point to act as a client I would recommend an Ethernet-wireless bridge/adapter now.

Of course, you still need the USB Ethernet device as well.
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Remind me to change my signature to something more interesting someday