Some more "premium" USB Wi-Fi adapters come complete with a dock and a trailing USB cable, for more customisation in your positioning. I, for one, use one such adapter for my desktop PC in the main bedroom, with the wireless router in the lounge, through two walls. Signal is great.
Brand can be important though. My wireless router is Netgear, but when I used a Netgear adapter, my PC would freeze every few hours and require a reboot. The WG111T doesn't like non-Intel based systems, so avoid that one if you have an AMD cpu, otherwise it worked fine.
Getting good wireless performance is, thankfully, more science than art unlike what a lot of people suggest. Good positioning, and taking a few initial steps (like switching to an uncrowded channel) will set you in good stead. Does it perform as well as a cable? On paper, no, but in practice if you're using it for the Internet rather than file transfers from one PC to another, it's basically transparent and it significantly more flexible post setup.