There are many different makes and types of wireless access kit, available from all over the place.
For a wireless router and adsl modem combined, i'd expect to pay around £80 for an 802.11g model, and about £50 for 802.11b (the b is an older standard, with lower wireless transfer rates); these prices are only rough estimates - of course there are cheaper and more expensive models. Amazon, PC World, John Lewis - you name it, they sell the things!
You also need a wireless device on your computer - if you have centrino, then that should come built in. Alternatively, you can pick up USB, PCMCIA or PCI interfaces for the computer, at costs varying from the £20 mark up to £50 or 60.
I've had a wireless b network at home for a couple of years now - it's very useful, no trailing cables and the like.
Quoted range is something like 50m indoors, up to 300 outdoors, although this varies with building construction and the like.
Security can be quite good - these bits of kit can be set into 64 or 128 bit encryption modes, so for anyone to sit on your network, they need to know the encryption key. There are a couple of other simple methods to keep unwanted people off the network. I also understand there are a couple of new encryption rules in the offing, cos the current standard (WEP) isn't that secure - but it'll keep your neighbours out!
For info - wireless-b has a transfer rate of up to 11 Mb/s, and wireless-g 54 Mb/s - way more than you can get from a broadband connection, so unless you do a lot of file-sharing or whatever at home, the wireless b should be sufficient.