Everyone loves wireless, and it's certainly convenient. But it does have drawbacks.
The main one is security. Wireless signals are sent out for anyone to intercept. For general web surfing, this doesn't matter, but if you're sending personal information over a wireless card, it can be concern. Be careful when using wireless to make sure you have a secure connection when sending any personal data. This can still be intercepted and read, but the data is encrypted and difficult to decrypt.* If you're dealing with highly sensitive information, it's safer to use a wired connection if possible. The chance of interception is not high, but the consequences could be disastrous.
A second issue is speed. Wireless connections often aren't as fast as a wired ones. This is especially true of older wireless cards. The new 802.11n standard is rated as being faster than many wired connections, but often doesn't work at its rated speed, and wireless slows down as more people use the same access point (like here at Siena). You may notice slower download times or choppy video and audio playback. Switching to a wired connection will fix this.
For general use, wireless is a good feature. But there are specific areas where it's better to have a wired connection that get better speed and security.
*Not impossible, given enough time, but a hacker is more likely not to bother and look for easier pickings.