Your best bet are the open source supporting Ralink chipset cards. Check
this web site for compatible cards, and the best deals currently available (in the USA, about 3/4 down the page).
While the open source driver is not yet in the mainline kernel, it's installation is very simple. For my Fedora Core 4 system, the instructions are:
cd /usr/local/src/rt2500-*/Module/
make && make install-fedora && depmod -a
After that, the cards can be configured (a one-time operation) with the standard system network configuration tool.
The software and additional information is available
here.