I've used both wireless and wired connections with my PS3 and both work flawlessly. Although wired connections are typically more consistent, they aren't always necessarily faster. It really just depends on the speed of your connection in general. My wireless connection at home is actually quicker than my wired connection here at school. I've never had a problem with either, though, when using my PS3.
Wireless is the best way to go because you don't have any tangled wires to go through while your playing and you wouldn't have to worry about it when you play.
I have had a wonderful experience playing games using a wireless connection. It all depends on the speed of your broadband connection and the speed of your router. I love the fact that the PS3 is wireless out of the box. It saves me the hassle of having to run wires all over my house.
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