Look at some linux hardware compatability pages like
to check for hardware compatability.
Then look at the card manufacturers sites to see if they have support for Linux.
Some Wi-Fi devices can be made to work with ndswrapper
Another easy solution is to plug into a wireless bridge. No drivers or anything necessary. They will work with any machine and cost the same as a good pci card. Like the Linksys WET11.
Do a little searching on this forum and you will see that some chipsets are best stayed away from because the manufacturer is not supporting Linux. Others work out of the box, others can be made to work using the windows .inf file.
It takes a little effort to get Linux up and running, but wait until you see what you get for your effort.