Have you ever wondered how various transmission speeds relate to each other? Or have you ever stopped to consider how USB 2.0 compares to Fast Ethernet? I frequently encounter people—even technical people—who don't seem to get it. I was listening to a podcast (to remain unnamed) just yesterday where the participants were reviewing a portable audio/video device. After commenting that the device supported both USB 2.0 and Firewire connections and noting the relatively large size of video files, one of the speakers ranted: "but I wish it had an Ethernet port." To which I mentally responded: "why...so you can transmit your data at one fifth the speed!?!?" The clear implication was that an Ethernet connection would provide the faster solution.
I also get grief from people because I almost always plug a network cable into the back of my laptop, even if I'm in wireless range. I'll grant that a wireless connection is the ultimate in convenience, and it's often good enough to be faster than your broadband connection at home, but if you're transferring files of any size, let me be the first to tell you that wireless will almost always lose against a standard Fast Ethernet connection. It's important to point out that there's a big difference between theoretical and actual transmission speeds. In the case of a wireless connection, achieving 50% of the theoretical maximum is quite common, especially in a congested area. That means that if you're running 802.11b, you may be limiting yourself to 5Mbps (of course, your mileage may vary). So, if you have an 8Mbps broadband connection to the internet, your wireless connection becomes the bottleneck.
If you don't believe me, I encourage you to copy a large set of files over your wireless connection, then try the same experiment over a wired connection. You won't need the precision of a stopwatch for your test. Chances are extremely good that you'll see a very noticeable speed difference without doing any measurements. I like to think of it this way: wireless = convenience; wired = speed. By the way, if you are in a congested area and you're a relatively technical person, I'd recommend re-running this same test for each of the available transmission channels on your wireless access point. You should be able to find a channel that provides you with less interference and that results in faster transfers.
I've put together a quick chart that compares the theoretical maximum transmission speeds of some common technologies. All of the speeds are measured in Mbps, which is megabits per second. I only mention this because I've seen many people confuse Mbps and MBps. Lower-case "b" means "bits," and upper-case "B" means "bytes." Click on the chart for a larger version.