Well, it depends on what characteristics your wireless has, and also the environment. Basically an Ethernet cable will give you a constant 100mbit connection with full-duplex capability. Obviously, if you have gigabit capability all around like I do here, it's ten times that fast. Under any circumstance I can imagine, it'll be a better and faster connection that wireless. Wireless has a raw bit speed of 11mbit (802.11b) or 54mbit (802.11g) However, the real throughput is rarely half of that, and encryption will also take a bite out of bandwidth. Also, WiFi is half-duplex, further sapping the speed. And last, but not least, those speeds are only for excellent connections, poor signal strength or other interference will quickly cut those speeds drastically.
FWIW, the only thing that runs wireless here is my laptop when I carry it around the house. All my machines, TiVo, MediaGate video server, print servers, etc. are wired. I'll take wired any day over wireless if it's an option.