The simplest is a wired connection via an ethernet cable to your modem/router. Next simplest would be to get the official 360 wireless thingey. If you want to go a different way, then your best bet it a thing called a wireless ethernet bridge, see
http://tinyurl.com/fpvth . The one linked to is just over �42 and as it says on the page, it converts any wired networking device (which the 360 is) into a wireless one.
I don't think there currently is another USB device like the official xbox 360 thing, I'm pretty sure all the other USB wireless things out there need to be plugged into a PC, but I'm not sure on this. I might give it a go and see what happens!