DTS pretty much has it covered. If you want guaranteed reliability and speed and you don't mind the wires, then wired is your best bet.
Wireless is much easier to setup and more mobile, provided you have a decent wireless connection, you really won't notice any speed difference in games, it would only really end up causing a visibile difference in file transfers.
For wireless, you need to take into consideration distance and materials. How bad is your signal now? If you're in the basement, surrounded by metal pipes and cement walls with three floors between you and your wireless router in the attic...it's going to affect performance.
If your bedroom is right above the basement and the wireless router is somehow stuck in the floorboards, it's really not going to have any affect.
If you want to do wired, it's pretty easy to setup, but if you don't have something in place, then it can involve a decent amount of work pulling cable, drilling through 2x4's, cutting drywall and putting everything in its place (or running cable down the hallway or across the ceiling depending on how "correct" you want to be)
It would help to have a little more info about your situation and why you're considering making the move.